Inspired by biological systems, we report a supramolecular polymer–colloidal hydrogel (SPCH) composed of 98 wt % water that can be readily drawn into uniform ($\sim$6-μm thick) “supramolecular fibers” at room temperature. Functionalized polymer-grafted silica nanoparticles, a semicrystalline hydroxyethyl cellulose derivative, and cucurbit[8]uril undergo aqueous self-assembly at multiple length scales to form the SPCH facilitated by host–guest interactions at the molecular level and nanofibril formation at colloidal-length scale. The fibers exhibit a unique combination of stiffness and high damping capacity (60–70%), the latter exceeding that of even biological silks and cellulose-based viscose rayon. The remarkable damping performance of the hierarchically structured fibers is proposed to arise from the complex combination and interactions of “hard” and “soft” phases within the SPCH and its constituents. SPCH represents a class of hybrid supramolecular composites, opening a window into fiber technology through low-energy manufacturing.