The methylated polyrotaxane (MePR) copolymer was prepared via the methylation of hydroxyl of threaded α-cyclodextrin (α-CDs) in polyrotaxane (PR) copolymer by CH3I/NaH. Its structure was characterized by GPC, IR and NMR. The WXRD and TGA measurements showed the destruction of channel-like crystalline structure in MePR copolymer. The sliding of threaded α-CDs along PEG axis in PR and MePR copolymers was demonstrated by their dielectric spectra that also evidenced the presence of rotating of threaded α-CDs around PEG axis in MePR copolymer. The frequent and vigorous molecular mobility in MePR and PR copolymers was also verified by dynamic mechanical analysis (DMA) and rheological measurement, which was possibly assigned to the sliding and rotating of threaded α-CDs. DMA and rheological results showed that the mobility of α-CDs could simultaneously strengthen and toughen PR copolymer proved by stress-stain curves. In this paper, we report the CD mobility in PR and MePR copolymers. The macroscopic behaviors of PR copolymer, such as mechanical properties in solid state, were also found to be benefited from CD mobility.