The preparation of graphene oxide (GO)-based composite Langmuir films play important roles in the application of self-assembly nanomaterials. In this work, beta-cyclodextrin-modified graphene oxide (GO-CD) and the azobenzene-modified PAA derivative (abbreviated as PAA-Azo) have been designed and synthesized. The interfacial assemblies and host-guest interactions of GO-CD material with used two azobenzene compounds (N-Azo and PAA-Azo) in the obtained Langmuir and Langmuir-Blodgett (LB) films were investigated. All the spreading films from different subphases were transferred onto solid substrates and their nanoscale morphologies as well as self-assembled characteristics were investigated by some methods including atomic force microscopy, UV-vis spectra, Raman spectra, etc. The obtained results indicated that there existed host-guest interaction between beta-CD segments with azobenzene groups. Besides, in the obtained GO-CD/N-Azo films, there also appeared J-aggregate of N-Azo molecules on GO sheet surface. However, there were only host-guest interactions without any aggregates of azobenzene segment in the GO-CD/PAA-Azo composite films. Hence, the presently obtained GO-CD/azobenzene composite Langmuir films provide new clues to develop GO-based self-assembled films as well as nanomaterials towards nano-device and sensor applications.