Aqueous solutions of alpha-cyclodextrin (alpha-CD) complex spontaneously with poly(ethylene oxide) (PEO), forming a supramolecular structure known as pseudopolyrotaxane. We have studied the formation of the complex obtained from the threading of alpha-CD onto PEO, both free in solution and adsorbed on colloidal silica. The kinetics of the reaction were studied by gravimetric methods and determined as a function of temperature and solvent composition for the PEO free in solution. PEO was then adsorbed on the surface of colloidal silica particles, and the monomers were displaced by systematically varying the degree of complexation, the concentration of particles, and the molecular weight of the polymer. The effect of the size of the silica particles on the yield of the reaction was also studied. With the adsorbed PEO, the complexation was found to be partial and to take place from the tails of the polymer. The formation of a gel network containing silica at high degrees of complexation was observed. Small-angle X-ray and neutron scattering experiments were performed to study the configuration of the polymeric chains and confirmed the partial desorption of the polymer from the surface of the silica upon complexation.