In this work, through inclusion complexation between cyclodextrin (CD) host and ferrocene (Fc) guest, a monomer with double bond was incorporated to the surface of CdS quantum dot (QD). The obtained supra-structure could act as a supra-crosslink (Fc-SCL) in its copolymerizing with N,N-dimethylacrylamide (DMA) leading to a hybrid supramolecular hydrogel (Fc-Gel). Fc-SCL inherited satisfactory electrochemical activity from Fc. When the weight percentage of Fc-SCL in Fc-Gel was increased, an apparent increase of elastic modulus (G ′) was observed. Furthermore, Fc-Gel also exhibited good fluorescent properties. It was also demonstrated that the inclusion complexation of CD and Fc played a crucial role in constructing the hydrogel; therefore, this Fc-Gel was an organic-inorganic hybrid hydrogel induced by supramolecular interaction.