An Fe(III) complex of N-[4-(10,15,20-trisulfonatophenylporphine-5-yl)phenyl]-1,2-dithiolane-3-pentanamide formed a 1:1 inclusion complex (TA-met-hemoCD) with a per-O-methylated beta-cyclodextrin dimer having a pyridine linker (Py3CD). A mixture of TA-met-hemoCD and H[AuCl4] in aqueous solution was treated with NaBH4 to induce the formation of TA-methemoCD-bearing Au nanoparticles (NP1(ox)), with an average particle size of 5.2 nm. Iron(II) NP1(red) obtained by the reduction of NP1(ox) bound dioxygen as well as carbon monoxide in aqueous solution. The dioxygen adduct of NP1(red) was scarcely accumulated on the organs when injected into the femoral vein of a rat, and circulated in the bloodstream for a long duration (a residual percentage of 63% 6 h after injection). We also analyzed the effect of PEGylation on the nanoparticles. Contrary to our expectations, PEGylation did not have any remarkable influence on the circulation time of the nanoparticles.