In this study, photoswitchable microcapsules were fabricated based on host-guest interactions between alpha-cyclodextrin (alpha-CD) and azobenzene (Azo). Carboxymethyl dextran-graft-alpha-CD (CMD-g-alpha-CD) and poly(acrylic acid) N-aminododecane p-azobenzeneaminosuccinic acid (PAA-C(12)-Azo) were assembled layer by layer on CaCO(3) particles. alpha-CD-rhodamine B (alpha-CD-RhB), used as a model drug, was loaded on PAA-C(12)-Azo layers by host-guest interaction. After removal of CaCO(3) particles by ethylenediaminetetraacetic acid (EDTA), hollow microcapsules loaded with alpha-CD-RhB were obtained. Since the interactions between alpha-CD and Azo were photosensitive, the capsules could be dissociated with the irradiation of UV light, followed by the release of the model drug, alpha-CD-RhB. Compared with traditional drug-loading approaches such as chemical bonding and physical adsorption, our supramolecular drug-loading system has a facile loading process, ideal bonding strength, and photoswitchable behavior. These photosensitive microcapsules exhibit great potential in biomedical applications.