Superamphiphilic polymers (SAPs) constructed by host-guest inclusion can self-assemble into various nanostructures in solution, which can find applications in many fields such as nanodevices, drug delivery, and template synthesis. Herein, we report the controlled self-assembly of multiple-responsive SAP based on a selective host-guest inclusion of beta-cyclodextrin (beta-CD) with a modified poly(ethylene glycol) (PEG) (FcC(11)AzoPEG) consisting of a ferrocene (Fc) end group, a C-11 alkyl chain, an azobenzene (Azo) block, and a poly(ethylene glycol)methyl ether (PEG) chain. These SAPs can self-assemble into interesting nanostructures in water upon exposure to different stimuli because beta-CD can be selectively included with different guests, such as Fc, Azo, and C-11 alkyl chain, under different stimuli. The inclusion complex of Fc with beta-CD (Fc@beta-SAP) can form nanowire micelles in aqueous solution. The nanowire micelles can be transformed into spindle micelles with the addition of oxidant because the majority of beta-CDs dissociated from the complex Fc@beta-CD SAP due to a conversion of Fc to Fc(+) and will preferentially include with Azo group to form another dominant inclusion complex (Azo@beta-CD SAP). After UV irradiation, the spindle micelles can be further transformed into spherical micelles because most of beta-CDs are excluded from the complex Azo@beta-CD SAP due to a trans- to cis-Azo conversion and then form a dominant inclusion complex with C-11 alkyl chains (C-11@beta-CD SAP). This work not only demonstrates the selective host-guest inclusion of stimuli responsive groups modified PEG with beta-CD but also provides a useful approach for construction of diverse morphologies.