Polymer-based micellar assemblies are gaining increasing attention in the smart materials field, yet the design of micelles that show redox-responsive disassembly and, e. g., cargo release is still a challenge. To form redox-responsive micelles, we developed cyclodextrin-based coacervate core micelles that form under interplay of four orthogonal interactions: multivalent electrostatic coacervation, metal-to-ligand coordination chemistry, supramolecular host-guest interactions, and a reversible covalent disulfide metal-complex crosslinker. The cleavage of this crosslinker by dithiotreithol results in the breaking of oligomeric europium(III) structures in the core and results in the disassembly of the 70 nm size micelles. Over hours, due to the oxidation of thiolates to disulfides, monomeric units can recrosslink into oligomeric core-units, favoring micellar reassembly. The time required to reassemble can be controlled by varying the reducing agent concentration or the ratio between redox-responsive and non-redox-responsive crosslinkers. Controlled Methyl Red encapsulation and release indicate the potential of these micelles, for, e. g., controlled drug uptake and delivery.