Through the high affinity of the β-cyclodextrin (β-CD) cavity for adamantane moieties, novel polysaccharide-gold nanocluster supramolecular conjugates (HACD-AuNPs) were successfully constructed from gold nanoparticles (AuNPs) bearing adamantane moieties and cyclodextrin-grafted hyaluronic acid (HACD). Due to their porous structure, the supramolecular conjugates could serve as a versatile and biocompatible platform for the loading and delivery of various anticancer drugs, such as doxorubicin hydrochloride (DOX), paclitaxel (PTX), camptothecin (CPT), irinotecan hydrochloride (CPT-11), and topotecan hydrochloride (TPT), by taking advantage of the controlled association/dissociation of drug molecules from the cavities formed by the HACD skeletons and AuNPs cores as well as by harnessing the efficient targeting of cancer cells by hyaluronic acid. Significantly, the release of anticancer drugs from the drug@HACD-AuNPs system was pH-responsive, with more efficient release occurring under a mildly acidic environment, such as that in a cancer cell. Taking the anticancer drug DOX as an example, cell viability experiments revealed that the DOX@HACD-AuNPs system exhibited similar tumor cell inhibition abilities but lower toxicity than free DOX due to the hyaluronic acid reporter-mediated endocytosis. Therefore, the HACD-AuNPs supramolecular conjugates may possess great potential for the targeted delivery of anticancer drugs.