In this paper, we report a novel surface-tethered DNA nanodevice that may present three states and undergo conformational changes under the operation of pH. Besides, convenient regulation on the electrode surface renders the construction and operation of this DNA nanodevice restorable. To make full use of this DNA nanodevice, ferrocene (Fc) has been further employed for the fabrication of the molecular device. On one hand, the state switches of the DNA nanodevice can be characterized conveniently and reliably by the obtained electrochemical signals from Fc. On the other hand, β-cyclodextrin-ferrocene (β-CD-Fc) host-guest system can be introduced by Fc, which functionalizes this molecular device. Based on different electrochemical behaviors of β-CD under different states, this DNA nanodevice can actualize directional loading, transporting and unloading of β-CD in nanoscale. Therefore, this DNA nanodevice bares promising applications in controllable molecular transport and release, which are of great value to molecular device design.