Polypseudorotaxane (PPR) hydrogels formed by inclusion complexes between poly(ethylene glycol) (PEG) and alpha-cyclodextrin (alpha-CD) are highlighted as promising biomaterial for drug delivery. Here, we report a novel injectable PPR hydrogel containing graphene oxide (GO) for pH-responsive controlled release of doxorubicin hydrochloride (DOX). Our results showed that the gelation rates of the PEG/alpha-CD supramolecular structures could be tailored depending on the reagent concentrations. The formation of PEG/alpha-CD inclusion complexes was confirmed by TEM and XRD, the latter further confirming that GO restricts their formation. The supramolecular hydrogels were easily loaded with DOX by simple addition into the PEG solution before the complex formation with the alpha-CD solution. Noteworthy, disruption of ionic interactions between DOX and GO in the nanocomposite at pH = 5.5 resulted in higher DOX release than under physiological conditions (pH = 7.4). This pH dependence was barely observed in pure PPR hydrogel. These findings introduce DOX-loaded supramolecular hydrogels nanocomposites as promising carriers for pH-responsive and therefore localized, drug delivery systems.