Supramolecular materials with reversible responsiveness to environmental changes are of particular research interest in recent years. Inclusion complexation between cyclodextrin (CD) and ferrocene (Fc) is well-known and extensively studied because of its reversible association-dissociation controlled by the redox state of Fc. Although there are quite a few reported nanoscale materials incorporating this host-guest pair, polymeric hydrogels with electrochemical activity based on this interactive pair are still rare. Taking advantage of our previous reported hybrid inclusion complex (HIC) hydrogel structure, a new Fc-HIC was designed and obtained with beta-CD-modified quantum dots as the core and Fc-ended diblock co-polymer p(DMA-b-NIPAM) as the shell, to achieve an electrochemically active hydrogel at elevated temperatures. Considering the two independent cross-linking strategies in the network structure, i.e., the interchain aggregation of pNIPAM and inclusion complexation between CD and Fc on the surface of the quantum dots, the hydrogel was fully thermo-reversible and its gel-sol transition was achieved after the addition of either an oxidizing agent or a competitive guest to Fc.