Azo dyes with different pull/push substituents are selected as photosensitive molecules. Guest–host amorphous azo polymer samples are prepared by doping these azo dyes directly in poly(methyl methacrylate) polymeric matrices. Nonlinear optical properties of these pull/push type azo dye-doped polymers are investigated using the Z-scan experiment. The influence of the pull/push substituents and the azo dye concentration on the nonlinear optical property is studied.