We have been studying the formation of hydrogel nanoparticles by the self-aggregation of hydrophobized polysaccharide and the effective complexation between these nanoparticles as a host and various globular soluble proteins as a guest. This paper describes a new finding that refolding of the heat-denatured enzyme effectively occurs with the nanoparticles and beta-cyclodextrin according to a mechanism similar to that of a molecular chaperone. In particular, the irreversible aggregation of carbonic anhydrase B (CAB) upon heating was completely prevented by complexation between the heat-denatured enzyme and hydrogel nanoparticles formed by the self-aggregation of cholesteryl group-bearing pullulan (CHP). The complexed CAB was released by dissociation of the self-aggregate upon the addition of beta-cyclodextrin. The released CAB refolded to the native form, and almost 100% recovery of the activity was achieved. The thermal stability of CAB was drastically improved by capture of the unfolded form which was then released to undergo refolding.