Herein, a general procedure for the synthesis of multifunctional MRs, which simultaneously exhibit i) chiral, ii) magnetic, and iii) fluorescent properties in combination with iv) self-propulsion, is reported. Self-propelled Ni@Pt superparamagnetic microrockets have been functionalized with fluorescent CdS quantum dots carrying a chiral host biomolecule as β-cyclodextrin (β-CD). The "on-the-fly" chiral recognition potential of MRs has been interrogated by taking advantage of the β-CD affinity to supramolecularly accommodate different chiral biomolecules (i.e., amino acids). As a proof-of-concept, tryptophan enantiomers have been discriminated with a dual-mode (optical and electrochemical) readout. This approach paves the way to devise intelligent cargo micromachines with "built-in" chiral supramolecular recognition capabilities to elucidate the concept of "enantiorecognition-on-the-fly", which might be facilely customized by tailoring the supramolecular host-guest encapsulation.