A new azo polymer containing photoisomerizable azo pyridine functionalities was synthesized via Mitsunobu reaction of 4-(4-hydroxyphenylazo)pyridine with poly(2-hydroxyethyl methacrylate-co-methyl methacrylate) (p(HEMA-co-MMA)) for creating new photochromic materials. The resulting polymer with azo pyridine side groups was characterized for structural, thermal, and optical properties. UV–vis, 1H NMR and IR spectroscopies confirmed that all hydroxyl groups in p(HEMA-co-MMA) were substituted with azo dye. The obtained azo copolymer exhibited high thermal stability (around 240 °C) and a glass transition temperature (113 °C), promising for applications. The trans-to-cis isomerization upon UV irradiation and the thermal back reaction of the azo chromophore in the copolymer in the solid state was studied. A photostationary state with 50% content of cis-isomers upon 6 min of UV irradiation was reached, and during 48 h dark relaxation at ambient temperature, all cis-isomers converted to the trans form. Additionally, the possibility of efficient photogeneration of surface relief gratings with high amplitude of azo copolymer surface modulation was demonstrated.