The drug/(PEG/γ-CD-PPRX) complex is a unique multicomponent supramolecular structure where the drug molecules are incorporated in the intermolecular spaces of the polypseudorotaxane (PPRX) prepared from polyethylene glycol (PEG) and γ-cyclodextrin (γ-CD). Herein, we report a sealed-heating preparation method to obtain an unanticipated polymorphic form of the drug/(PEG/γ-CD-PPRX) complex, which is the hexagonal-columnar (HC) form. The encapsulation efficiency of the six guest drugs was evaluated. The crystalline structural changes and the guest encapsulation monitored by powder X-ray diffraction revealed that a low sealed-heating temperature with a small amount of water was the optimal preparation condition for obtaining the HC form complex. The solution-state 1H nuclear magnetic resonance measurement demonstrated that stoichiometric complexation was dependent on the cross-sectional area of the guest drug molecule. However, stoichiometric complexation could not be achieved with all guest drugs, and the encapsulation efficiency was found to be governed by the guest drug properties, such as vapor pressure and molecular size. The findings of this study would contribute to understanding the complexation behavior of guest molecules in multicomponent supramolecular complexes and offer new insights into the fabrication of novel ordered supramolecular structures.