The regulation of topological structure of covalent adaptable networks (CANs) remains a challenge for epoxy CANs. Here, we report a strategy to develop strong and tough epoxy supramolecular thermosets with rapid reprocessability and room-temperature closed-loop recyclability. These thermosets were constructed from vanillin-based hyperbranched epoxy resin (VanEHBP) through the introduction of intermolecular hydrogen bonds and dual dynamic covalent bonds, as well as the formation of intramolecular and intermolecular cavities. The supramolecular structures confer remarkable energy dissipation capability of thermosets, leading to high toughness and strength. Due to the dynamic imine exchange and reversible noncovalent crosslinks, the thermosets can be rapidly and effectively reprocessed at 120 °C within 30 s. Importantly, the thermosets can be efficiently depolymerized at room temperature, and the recovered materials retain the structural integrity and mechanical properties of the original samples. This strategy may be employed to design tough, closed-loop recyclable epoxy thermosets for practical applications.