Cell membrane-coated nanoparticles (CNPs) have emerged as an attractive nanomedical tool. The basic premise is that the surface properties of natural cells can be integrated with the physical and chemical properties of nanoparticles by coating them with cell membranes. However, the degree of preservation of membrane proteins on nanoparticles, a key indicator related to the biomedical function of these biomimetic systems, is largely affected by the coating process. Herein, we report a supramolecular cell membrane conjugation strategy mediated by host-guest interactions to assemble CNPs without compromising protein activities. β-cyclodextrin (β-CD) was rapidly and stably inserted into the cell membrane by a lipid anchor without affecting the function of membrane proteins, thus attaching host-guest sites to the membrane surface. By harnessing the excellent binding affinity between β-CD attached to the membrane surface and adamantane, a supramolecular cell membrane-magnetic nanoparticle conjugate (CDM@AMNPs) was synthesized. Thanks to the nondestructive assembly of this strategy, CDM@AMNPs were endowed with a greater number of active binding sites, exhibiting efficient adsorption performance. This supramolecular conjugation strategy mediated by nonreceptor site-based host-guest interactions proposes a scalable and cell-friendly strategy for the development of highly efficient CNPs.