The integration of microscopic hydrogels with high specific surface area and physically reactive groups into microfluidic systems for selective molecular interactions is attracting increasing attention. Herein, the reversible capture and release of molecules through host-guest interactions of hydrogel dots in a microfluidic device is reported, which translates the supramolecular chemistry to the microscale conditions under continuous flow. Polyacrylamide (PAAm) hydrogel arrays with grafted beta-cyclodextrin (beta-CD) modified poly(2-methyl-2-oxazoline) (CD-PMOXA) chains are fabricated by photopolymerization and integrated into a polydimethylsiloxane (PDMS)-on-glass chip. The beta-CD/adamantane (beta-CD/Ada) host-guest complex is confirmed by two dimensional Nuclear Overhauser Effect Spectroscopy NMR (2D NOESY NMR) prior to transfer to microfluidics. Ada-modified molecules are successfully captured by host-guest interaction formed between the CD-PMOXA grafted chains in the hydrogel network and the guest molecule in the solution. Furthermore, the captured molecules are released by perfusing free beta-CD with higher binding affinity than those grafted in the hydrogel array. A small guest molecule adamantane-fluorescein-isothiocyanate (Ada-FITC) and a macromolecular guest molecule (Ada-PMOXA-Cyanine 5 (Cy5)) are separately captured and released for three times with a release ratio up to 46% and 92%, respectively. The reproducible capture and release of functional molecules with different sizes demonstrates the stability of this hydrogel system in microfluidics and will provide an opportunity for future applications.