In this study, we describe a host–guest system consisting of a push–pull dye, the 4-amino-4′-nitroazobenzene (Disperse Orange 3, DO3 ), mixed with the copolymer poly(vinylidene fluoride-co-trifluoroethylene) [ P(VDF-TrFE) ] as a potential candidate for nonlinear optics (NLO) applications. We developed electrospun nanofibers of the polymer/dye blend, showing a highly anisotropic molecular structure, where DO3 molecules are mostly oriented parallel to the polymer chain, running in the fiber axis direction. The technique opens a way for obtaining non-centrosymmetric ordering of the NLO chromophore without requiring further poling. The supramolecular architecture is deeply investigated through infrared vibrational spectroscopy, which allows detecting a new phase involving DO3 molecules linked together by strong directional H-bonds. Electron microscopies highlight peculiar nanofiber morphologies with a preferred localization of DO3 at the surface layers.