In this study, we synthesized a series of the organic/inorganic hybrid star PCLs. These star PCLs can form inclusion complexes (ICs) with alpha- and gamma-CD, but not with beta-CD. These CD ICs were characterized by XRD, solid-state C-13 CP/MAS NMR spectroscopy, H-1 NMR spectroscopy, FT-IR spectroscopy, DSC, and TGA. Our results suggest that the PCL chains of these star polymers lose their original crystalline properties and were included inside the channels provided by the CDs to form a columnar crystalline structures. The stoichiometries (PCL:CD) that we determined by H-1 NMR spectroscopy for all of the ICs with alpha- or gamma-CD are higher than those of the corresponding CD/linear PCL ICs because of the steric hindrance around the bulky POSS core, which causes some of the c-caprolactone units near the core to be free from complexation with the CDs. From these analyses, we proposed some possible structures for the CD/star PCL ICs.