A new copper-based supramolecular (β-cyclodextrins, β-CD) catalyst was synthesized and used for transesterification of Xanthium sibiricum Patr oil to biodiesel. This catalyst exhibited high activity (88.63% FAME yield) in transesterification under the ratio of methanol-oil: 40 : 1; catalyst dosage: 8 wt.%; reaction temperature: 120°C; and reaction time: 9 h. The XRD, SEM, TEM, XPS, and BET characterization results showed that Cu-β-CD catalyst was amorphous and had clear mesoporous structure (17.2 nm) as compared with the native β-CD. This phenomenon is attributed to the coordination of Cu and β-CD.