Supramolecular Janus compounds have recently attracted increasing attention owing to their dynamic reversible properties, distinct topological structures, and remarkable physicochemical characteristics, e.g., amphiphilicity, heterofunctionality, and high-density of terminal groups. Herein, a new redox-responsive supramolecular Janus device was designed and synthesized involving β-cyclodextrin and 2-fold ferrocene host-guest interactions. The complex formation was analyzed via one-dimensional 1H NMR and two-dimensional Nuclear Overhauser Enhancement Spectroscopy. FeCl3 and ascorbic acid were used as oxidation and reduction triggers, respectively, to modulate the self-assembly behavior in water through complexation/dissociation of β-cyclodextrin inclusion compounds resulting from redox-conversion of the ferrocenyl guest moieties. The redox-responsiveness of the obtained supramolecular micelles was studied via scanning electron microscopy and dynamic light scattering. Substrate-loading ability of the supramolecular micelles was confirmed with Rhodamine B, and the oxidation of ferrocenyl groups led to the release of the loaded cargos. The present work illustrates a valuable design example of supramolecular Janus systems using the host-guest complexation between β-cyclodextrin and ferrocenyl structures. The present supramolecular micelle may be used as a promising molecular vehicle for application in the field of stimuli-responsive drug delivery.