We present a novel procedure for the formation of colloidal gold nanoparticles (AuNPs) derived from the supramolecular self-assembled structure of a cyclodextrin (CD)/Au salt complex (SCA) without the necessity for additional reducing or stabilizing agents. The SCA served as a solid template for the formation of gold seeds by solid-state thermal treatment within the confining environment of the α-CD, i.e., the matrix of the SCA. Subsequently, thermally treated SCA, denoted as T-SCA, was placed (without further treatment) into an aqueous medium and gold seeds were nucleated for the formation of α-CD-stabilized AuNPs at room temperature. The surface topology of SCA, as revealed by field-emission scanning electron microscopy (FE-SEM), consisted of flaky plate-like structures. Wide angle X-ray diffraction (WXRD) revealed that the surface topology of SCA resulted from a transformation in the crystalline structure of α-CD from the cage-type to the hexagonally ordered channel-type. The structure transformation on the surface of SCA was attributed to the nucleated self-assembly of surface α-CD molecules by Au salt. From combined FE-SEM, energy-dispersed X-ray spectroscopy (EDXS), WXRD and differential scanning calorimetry (DSC) results, it was concluded that the thermal treatment of SCA led to the formation of gold seeds, attributed to the reduction and aggregation of some Au salt molecules, confined within the interface between the cage-type and channel type structure of the SCA. After placement of T-SCA into an aqueous solution, the growth and stabilization of AuNPs by α-CD were verified by UV-vis spectroscopy. The formation of AuNPs, by this novel method, can be considered a one step seed-mediated growth process. The resulting AuNPs are spherical in morphology, narrowly size distributed and possesses excellent stability. Furthermore, the AuNPs size is tunable by simply controlling water content during nanoparticle growth.