Supramolecular hybrid functional nanoparticles (NPs) can be obtained via the colloidal tectonics approach provided that multiple interactive molecular tectons are used. Herein, the programmable synthesis of novel hybrid core–shell nanoparticles via the following sequential steps is reported: (i) complexation of 1‐decanol by the β‐cyclodextrin (β‐CD), (ii) spontaneous self‐assembly into CD NPs, (iii) adsorption of polyoxometalate anions, PW12O403−, on the polar neutral interface of the CD NPs. Such an approach paves the way for the design of novel and original materials and systems.