The present invention relates to a structure composed of β-cyclodextrin, a linker and a supporter, and a preparation method thereof. The cellulose-adipate-β-cyclodextrin structure of the present invention is effective in removing cholesterol from foods, and the use of the cellulose-adipate-β-cyclodextrin structure may reduce the onset of adult and chronic diseases due to excessive intake of cholesterol, thereby contributing to maintenance, recovery and promotion of health.