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Autophagy plays a pivotal role in the development and prevention of numerous diseases, and the induction of autophagy is regarded as a potential therapeutic approach for intractable diseases. In this study, the induction of autophagy by methylated β-cyclodextrins (Me-β-CDs)-threaded acid-labile polyrotaxane (Me-PRX) that can release the threaded Me-β-CDs in response to acidic pH in lysosomes was investigated. We hypothesized that the Me-β-CDs released from the Me-PRX interact with the membrane of organelles and cause autophagy. The Me-PRX preferentially accumulated in endoplasmic reticulum (ER) and caused ER stress, which was confirmed by gene expression analysis and the expression of an ER stress-marker protein. Accompanying the ER stress, cells treated with Me-PRX showed autophagy, which was not observed in cells treated with non-labile Me-PRX, other chemically modified PRXs, or free Me-β-CD. Furthermore, the Me-PRX treatment induced autophagic cell death and caused cell death even in apoptosis-resistant cells. Overall, this study demonstrates that the acid-labile Me-PRX induces ER stress-mediated autophagic cell death, and the Me-PRX would be a promising candidate to induce effective cell death in apoptosis-resistant malignant tumors.