The self-healing abilities inside polymeric materials are desirable functions in materials science. Host-guest chemistry, combined with excellent properties of graphene, was used for the construction of multistimuli-responsive intrinsic self-healing epoxy materials. By ultraviolet (UV) curing, the unsaturated epoxy resin was connected with beta-cyclodextrin/graphene complex through free radical copolymerization. The introduced complex, acting as macro-cross-linker and photothermal agent, can reconnect the damage-induced broken bonds through dynamic host-guest interaction. In this work, the epoxy composites exhibited a high healing efficiency of up to 79.2% and tensile strength of up to 20.8 MPa under heating or near-infrared stimulation, which represent relatively excellent values among all the reported intrinsic self-healing epoxy resin and host-guest self-healing systems.