This paper reviews our X-ray and neutron scattering experiments on the molecular structure and dynamics of a supramolecular assembly, polyrotaxane (PR) composed of polyethylene glycol (PEG) and α-cyclodextrin (CD). Inclusion complex formation with CDs increases the stiffness of the PEG backbone and restricts the diffusion of the PEG monomers that are covered by or in close proximity to the CD molecules.