The design and preparation of functional beta-cyclodextrin-based composite films are of key importance for wide application fields. This study demonstrates a new route to construct composite films by Langmuir-Blodgett (LB) method via cholesterol-modified beta-cyclodextrin derivative (CD-CHOL). The inclusion complex formation of CD-CHOL and azobenzene derivative (N-Azo) at the air/water interface was investigated. It has been found that the interfacial host-guest recognition could easily occur in the in situ formed CD-CHOL/N-Azo composite films and relatively difficult to occur in the ex situ immersed composite films, because there exist host-guest interaction as well as intermolecular hydrogen bonding interaction. The inclusion complex formation was confirmed by changes in the surface pressure-area isotherms, circular dichroism (CD) and UV-vis spectra of the transferred LB films. And the solvent effect of the composite CD-CHOL/N-Azo films was also investigated, indicating that host-guest interaction between N-Azo and CD-CHOL could occur rather in the nonpolar solvent than the polar solvent. The present research work about beta-cyclodextrin-based composite films by LB method may provide new exploration to prepare organized composite films and demonstrate potential applications in many fields.