The structure of polyrotaxanes (PRs) based on alpha-cyclodextrins (alpha-CDs) threaded onto 22 kg mol(-1) poly(ethylene oxide) (PEO) chains in concentrated solution (approximate to 20% w/w) in dimethyl sulfoxide (DMSO) was studied by small-angle neutron scattering (SANS) measurements as a function of the temperature and the complexation degree N (i.e., the number of threaded alpha-CDs per PR which ranged from 7 up to 157). A multiblock copolymers behavior was revealed for PRs in DMSO. This multiblock behavior of PRs at 43 degrees C is due to the presence of two kinds of blocks which alternate along the PR. One block type is rigid and corresponds to alpha-CD rodlike tubes with a length L-rod approximate to 7 nm. The other block type corresponds to flexible naked PEO segments. When the PR mixtures are cooled down to 21 degrees C, they gelify slowly with time and form transparent physical gels. The gel structure is due to the multiblock copolymer behavior of PRs leading to the formation of regular bundles for which the characteristic sizes (L = 14 nm and R = 5.7 nm) are constant during the gelation process and Lire independent with N. These regular bundles contain naked PEO segment crystallites surrounded by alpha-CD rodlike tube aggregates at their extremities. Indeed, alpha-CD rodlike tubes, which are present in the initial state at 43 degrees C, act like a compatibilizer and thus lead to the nanoscale bundle sizes and thus to the transparency of the physical PR-based gels. Furthermore, we showed that the kinetics of the bundle formation is N-dependent. Indeed, at constant PR weight fraction in DMSO, the N value is a crucial parameter controlling the intrinsic flexibility of PRs (flexibility favored at low N values) and their prealignment (prealignment favored at high N values) and thus controlling the self-organization.