The realization of simple, reliable, and affordable platforms for biosensing is a challenging need for the improvement of clinical diagnostic methods. Some limiting issues could be represented by the correct balance between technology and biomarker definition. In any cases, an early-stage diagnosis could significantly improve the prognosis of severe diseases such as Alzheimer’s disease (AD). In this scenario, nanotechnology gain the possibility to tailor materials and devices on-purpose. Following this lead, we designed and characterized, using dynamic light scattering (DLS) and scanning electron microscopy (SEM) techniques, a new sensitive nanohybrid for the detection of the β-amyloid peptides Aβ-40 and Aβ-42, selected as biomarkers of AD. Using the thin film hydration method, we decorated the surface of graphene oxide (GO) with amphiphilic cyclodextrin SC16OH nanovesicles entangling the hydrophobic peptide Ada-(PEG)4-KLVFF (Lys-Leu-Val-Phe-Phe, Aβ (16–20), selected as the recognition entity of Aβ-40 and Aβ-42.1 By sonication in ultrapure water, the selfassembly between the amphiphilic cyclodextrin heptakis[6-deoxy-6- hexadecylthio-2-poly(ethyleneglycol)]-β-cyclodextrin (SC16OH) itself and an adamantanyl functionality conjugated to KLVFF, allowed the solubilization of the peptide in water. The KLVFF@cyclodextrin/GO system will be addressable for β- amyloid sensing for an integrated electro-optical detection platform.