In this study, a multifunctional graphene oxide/β-cyclodextrin bionanohybrids (BWGO) was prepared successfully. The structure, morphology, adsorption capacity, solvent response, and light-driven properties of the BWGO were systematically investigated through the in-situ formation of an asymmetric gradient structure. The maximum adsorption value of BWGO based on bio-nanohybrids was 81.27 mg·g⁻¹ for methylene blue (MB), which fitted the Langmuir isotherm in accordance with the pseudo-secondary kinetic model. Additionally, the host–guest interaction model of between BWGO and MB (in ratios of 1:1 or 1:2) was proposed by ROESY. Remarkably, the BWGO exhibited not only unique and exceptional responses to organic hazard solvents, self-driven, and photothermal responses, but also demonstrated controllable object loading and shape memory useful for soft grasping. More importantly, the related mechanisms of adsorption and behaviors driven by multiple stimuli (solvent, light) were elucidated through the host–guest interaction, wrinkled structure, gradient solvent swelling effects, and conformational changes in the macromolecular chain. This work not only introduces the multifunctional bionanohybrid materials with a wrinkled structure for the adsorption of organic dyes, but also opens avenues for potential applications in smart windows, soft grasping, and biomimetic industrial materials.