Bentonite-modified PCL-PEG-PCL composites were fabricated through solvent evaporation coupled with physical encapsulation. The PCL-PEG-PCL copolymer, synthesised by melt ring-opening polymerisation, provided the structural framework, whereas bentonite served as the adsorptive phase. The material's capacity to remove crystal violet (CV) from aqueous solution was evaluated and the adsorption mechanism elucidated. Under optimal conditions (PEG6000, 9.303 3 g; bentonite, 8.006 4 g; CV concentration, 500 mg/L; sorbent dosage, 0.7 g/L; 303 K; 240 min), the maximum adsorption capacity reached 527 mg/g. After five adsorption–desorption cycles, the composite retained 87% of its initial capacity. Kinetic and equilibrium data fitted the pseudo-second-order and Langmuir models, respectively; film diffusion governed the initial uptake, whereas intraparticle diffusion controlled the later stage. FT-IR spectra confirmed CV immobilisation, while SEM–EDS revealed a rough, porous surface containing adsorbed dye. XRD patterns showed that the crystalline structure of the composite remained stable after adsorption, and thermogravimetric analysis indicated adequate thermal stability. Altogether, the bentonite-modified PCL-PEG-PCL composite exhibits strong affinity for basic dyes and holds considerable promise for wastewater remediation.