β-cyclodextrin-functionalized cellulose was prepared from cellulose and β-cyclodextrin crosslinked with epichlorohydrin. The supramolecular polymer has been used as a heterogeneous catalyst for the synthesis of benzaldehyde under mild reaction conditions with high activity and yield. The catalyst was easily recovered and reused without significant activity loss. The β-cyclodextrin in the polymer formed host-guest complexes with cinnamaldehyde via noncovalent bonding. In addition, multiple interactions were observed between β-cyclodextrin and the substrate via intermolecular O–H…O hydrogen bonding. The significant promotion for the catalytic performance could be attributed to the synergistic effects of hydrogen bonding.