The preparation of inclusion complexes based on α-cyclodextrin (α-CD) and oligo(ethylene glycol) methyl ether methacrylate (OEGMA) was investigated aiming to reveal complexation particularities and thermodynamic and kinetic aspects as a function of the oligomer architecture. Small-angle X-ray scattering and isothermal titration calorimetry measurements revealed that oligomer molecular weight controls both the kinetics and thermodynamics of inclusion. Unlike linear ethylene glycol polymers, OEGMA groups possess a methacrylate group, which seems to act as a stopper, affecting their mode of complexation. Nuclear magnetic resonance spectra and relaxation measurements support the fact that methacrylate groups lie outside the α-CD ring and that a full sequential complexation of the oligomer ethylene oxide groups is not observed. These results allied to the temperature sensitivity of these oligomers and enable possible routes for chemical modifications and design of new stimuli-responsive materials.