Azo compounds are a class of trans-cis(E/Z) photoisomerization compounds which have advantages of simple synthesis, high isomerization rate and efficiency, and resistance to photobleaching. Due to their outstanding photoisomeric properties and ability to form stable inclusion complexes with macrocyclic hosts, azo compounds have shown great potential application in many fields. In this review, we show the design principles, assembly mechanism, application and development of the photo-controlled supramolecular assemblies in topologically morphological regulation, drug delivery, smart materials and so on, which are constructed by host-guest interaction using azo modified cyclodextrin, bis-cyclodextrin bridged by azobenzene, crown ether derivatives, azo aromatic macrocyclic compounds as the hosts or azobenzene or azobenzene derivatives as guests. At the same time, we also discuss the opportunities and challenges of the development of such supramolecular assemblies, and hope to further promote the development of intelligent supramolecular assemblies.