New polyrotaxanes, in which multiple α-cyclodextrin (α-CD) rings were threaded and imprisoned on a reverse Pluronic PPO–PEO–PPO triblock copolymer chain and capped by two 2,4-dinitrophenyl groups at the two ends, were synthesized based on the block-selected inclusion complexation between the PPO–PEO–PPO triblock copolymers and α-CD. The polyrotaxanes were isolated and purified through size exclusion chromatography, and the chromatograms showed that the polyrotaxanes had high molecular masses as compared with their respective components. The polyrotaxanes were further characterized by using 13C and 1H 1D and 2D NMR spectroscopy, wide-angle X-ray diffraction, thermogravimetric analysis, and differential scanning calorimetry. It was found that the threading PPO–PEO–PPO triblock copolymers became more thermally stable because they were complexed by the imprisoned α-CD. The studies demonstrated that the numbers of α-CD rings imprisoned in the polyrotaxanes were directly related to the PEO block length, rather than to the PPO block length. In all the three polyrotaxanes synthesized in this work, the central PEO block was fully covered and complexed by α-CD stoichiometrically, while the flanking PPO bocks remained free and uncomplexed. Therefore, the new polyrotaxanes took a PPO-polyrotaxane-PPO triblock architecture. The polyrotaxanes with such block architecture may be interesting supramolecular precursor for designing novel functional materials.