A method for producing a refined polyrotaxane, comprising the step of heat-cleaning a polyrotaxane at 40 to 120°C with a cleaning medium which dissolves cyclodextrin but does not dissolve polyrotaxane, the polyrotaxane containing cyclodextrin molecules, a polyethylene glycol which is included in the cavities of the cyclodextrin molecules in a skewered manner, and a capping group that is placed at each end of the polyethylene glycol and prevents dissociation of the cyclodextrin molecules from the polyethylene glycol; the polyrotaxane having a volume average particle size of 1 to 3000 μm and being obtainable by: an inclusion step of mixing a polyethylene glycol and a cyclodextrin in an aqueous medium to form an aqueous dispersion of pseudopolyrotaxane that contains the polyethylene glycol which is included in the cavities of the cyclodextrin molecules in a skewered manner; cooling the resulting mixed solution of the polyethylene glycol and the cyclodextrin and precipitating pseudopolyrotaxane particles of the polyethylene glycol and the cyclodextrin; a drying step of drying the aqueous dispersion of pseudopolyrotaxane to obtain a dry pseudopolyrotaxane having a water content of 10% by weight or lower and thereafter optionally grinding the dried pseudopolyrotaxane to adjust the particle size to a desired value; and a capping step of dispersing the dry pseudopolyrotaxane in a medium that does not dissolve the pseudopolyrotaxane and introducing a capping group at each end of the polyethylene glycol of the pseudopolyrotaxane, wherein the cleaning medium is defined as a cleaning medium that dissolves polyrotaxane if the medium makes solid polyrotaxane unobservable by naked eyes when 0.5 g of polyrotaxane is mixed with 100 g of the cleaning medium at 20°C for two hours. heat-cleaning a polyrotaxane at 40 to 120°C with a cleaning medium which dissolves cyclodextrin but does not dissolve polyrotaxane, the polyrotaxane containing cyclodextrin molecules, a polyethylene glycol which is included in the cavities of the cyclodextrin molecules in a skewered manner, and a capping group that is placed at each end of the polyethylene glycol and prevents dissociation of the cyclodextrin molecules from the polyethylene glycol; the polyrotaxane having a volume average particle size of 1 to 3000 μm and being obtainable by: an inclusion step of mixing a polyethylene glycol and a cyclodextrin in an aqueous medium to form an aqueous dispersion of pseudopolyrotaxane that contains the polyethylene glycol which is included in the cavities of the cyclodextrin molecules in a skewered manner; cooling the resulting mixed solution of the polyethylene glycol and the cyclodextrin and precipitating pseudopolyrotaxane particles of the polyethylene glycol and the cyclodextrin; a drying step of drying the aqueous dispersion of pseudopolyrotaxane to obtain a dry pseudopolyrotaxane having a water content of 10% by weight or lower and thereafter optionally grinding the dried pseudopolyrotaxane to adjust the particle size to a desired value; and a capping step of dispersing the dry pseudopolyrotaxane in a medium that does not dissolve the pseudopolyrotaxane and introducing a capping group at each end of the polyethylene glycol of the pseudopolyrotaxane, wherein the cleaning medium is defined as a cleaning medium that dissolves polyrotaxane if the medium makes solid polyrotaxane unobservable by naked eyes when 0.5 g of polyrotaxane is mixed with 100 g of the cleaning medium at 20°C for two hours. an inclusion step of mixing a polyethylene glycol and a cyclodextrin in an aqueous medium to form an aqueous dispersion of pseudopolyrotaxane that contains the polyethylene glycol which is included in the cavities of the cyclodextrin molecules in a skewered manner; cooling the resulting mixed solution of the polyethylene glycol and the cyclodextrin and precipitating pseudopolyrotaxane particles of the polyethylene glycol and the cyclodextrin; a drying step of drying the aqueous dispersion of pseudopolyrotaxane to obtain a dry pseudopolyrotaxane having a water content of 10% by weight or lower and thereafter optionally grinding the dried pseudopolyrotaxane to adjust the particle size to a desired value; and cooling the resulting mixed solution of the polyethylene glycol and the cyclodextrin and precipitating pseudopolyrotaxane particles of the polyethylene glycol and the cyclodextrin; a drying step of drying the aqueous dispersion of pseudopolyrotaxane to obtain a dry pseudopolyrotaxane having a water content of 10% by weight or lower and thereafter optionally grinding the dried pseudopolyrotaxane to adjust the particle size to a desired value; and a capping step of dispersing the dry pseudopolyrotaxane in a medium that does not dissolve the pseudopolyrotaxane and introducing a capping group at each end of the polyethylene glycol of the pseudopolyrotaxane,