The lack of mechanical strength and toughness of hydrogels usually limits their application in biomedical and industrial fields. Herein, we prepared a composite hydrogel in which supramolecular bonding of an inclusion complex, between β-cyclodextrin (β-CD) as a host molecule and adamantane (Ad) as a guest molecule, was introduced into cellulose fiber/polymer matrix interface to improve the mechanical strength and toughness. Ad was chemically immobilized on the surface of the cellulose fiber. The composite gels were prepared via copolymerization of β-CD acrylamide monomer and N,N-dimethylacrylamide in the presence of Ad-modified cellulose fiber. Ad-modified cellulose acted as both the reinforcing material and the supramolecular cross-linker of the hydrogel. The mechanical strength and toughness of the composite gels were enhanced because of the interfacial host–guest interaction between the fiber and the matrix.