Azobenzene (azo)‐based macrocycles are highly fascinating in supramolecular chemistry because of their light‐responsiveness. In this work, a series of azo‐based macrocyclic arenes 1, 2, 3, and 4, distinguished by the substituted positions of azo groups, is rationally designed and synthesized via a fragment‐cyclization method. From the crystal and computed structures of 1, 2, and 3, we observe that the cavity size of these azo‐macrocycles decreases gradually upon E→Z photoisomerization. Moreover, light‐controlled host–guest complexations between azo‐macrocycle 1 and guest molecules (7,7,8,8‐tetracyanoquinodimethane, terephthalonitrile) are successfully achieved. This work provides a simple and effective method to prepare azo‐macrocycles, and the light‐responsive molecular‐encapsulation systems in this work may further advance the design and applications of novel photo‐responsive host–guest systems.