The formation of double-stranded inclusion complexes (ICs) between γ-cyclodextrin (γ-CD) and non-modified poly(ethylene glycol) (PEG) was reported to be of trace yield, while in the present work, tunable inclusion complexes between γ-CD and non-modified PEG were successfully prepared by choosing suitable γ-CD concentrations and PEG molecular weights. The obtained γ-CD/PEG ICs showed double-stranded structure whose yield, appearance, and forming rate were significantly affected by PEG molecular weight and temperature as revealed by means of optical microscopy, XRD, DSC, 1H NMR, and ITC. This improved understanding on how to control the formation of double-stranded inclusion complexes should be very helpful for preparation of more sophisticated molecular machines.