Isothermal titration calorimetry (ITC) and UV-visible spectroscopy were used to study the supramolecular complexes of alpha-cyclodextrin (alpha-CD) and azocellulose (azobenzene functionalized hydroxypropyl methylcellulose, AZO-HPMC) in aqueous solutions. The equilibrium constant K, enthalpy change Delta H, Gibbs free energy Delta G, entropy change Delta S, and the stoichiometric number n for the inclusion complexation were determined. alpha-CD forms stable inclusion complexes with AZO-HPMC with the stoichiometry of 1:1. The inclusion complexation is exothermic. Both negative enthalpy and entropy changes are observed, suggesting that the inclusion complexation is enthalpy driven and entropy opposed. AZO-HPMC with higher azobenzene content (DSazo) is less favored to form inclusion complexes with alpha-CD due to strong H-aggregation of azobenzene groups. ITC studies confirmed that the cis azobenzene groups is unable to form an inclusion complex with alpha-CD. The red-shift in the absorption spectra of AZO-HPMC aqueous solution upon addition of alpha-CD also confirmed the formation of 1:1 complex.