A new method involving a coupling reaction and vacuum distillation (RVD) was introduced to prepare the β-CD cross-linking polymeric adsorbent (PCDRVD). The preparation conditions, including the molar ratio of cross-linking agent and β-CD, dosage of the solvent, reaction time, and vacuum distillation temperature and time, were investigated in detail. Compared with a product prepared at normal pressure, PCDRVD possessed a lower content of β-CD, a higher content of carboxyl groups, a lower adsorption selectivity, and a higher efficiency as well as adsorption capacity to remove dyes methylene blue (MB), and Rhodamine B (RhB), methyl orange (MO). The PCDRVD was characterised by FT-IR, TG, and SEM, and was employed for the adsorption of MB and RhB from an aqueous solution. Results showed that the adsorption quantity of MB (Qe,MB) was higher than that of Qe,RhB, except in the acidic medium. The equilibrium data followed the Langmuir isotherm model, and the calculated Qm,MB and Qm,RhB were 250.0 mg/g and 231.5 mg/g, respectively. The adsorption kinetics fitted the pseudo-second-order model. It was inferred that PCDRVD exhibited a high adsorption capacity for both dyes due to its more homogeneous polymeric network formed during RVD and the higher content of carboxyl groups. The differences between Qe,MB and Qe,RhB were mainly attributed to the size of MB and RhB.