By using cyclodextrin (α-CD) self-assembly into a hydrogel with the triblock copolymer Pluronic F127, nanomicrocrystalline cellulose was introduced into a gel system to form a composite CNC-β-CD/α-CD/Pluronic F127 hydrogel (CCH). CCH was modified further by grafting acrylic acid to form a novel acrylated composite hydrogel (ACH). The swelling degree of ACH was 156 g/g. Adsorption isotherms show that the adsorption process for methylene blue proximity fitted the Freundlich model. The adsorption kinetics showed that ACH followed a quasi-second-order kinetic model. Methylene blue desorption showed that ACH was a temperature- and pH-dependent gel. Repeated adsorption and desorption experiments were carried out three times, and the removal rate of methylene blue at 75 mg/L was still 70.1%.