Aza-Pechmann derivatives have emerged as interesting building blocks for the preparation of organic electronic devices. The development of methodologies aimed to enhance their chemical stability and modulate their physical and chemical properties constitutes an interesting goal. Here we report the synthesis of mechanically interlocked aza-Pechmann dyes with benzylic amide macrocycles, along with the study of how the mechanical bond impacts their stability, photophysical and redox properties. Rotaxanes composed of Pechmann dilactams as threads exhibit one of the highest energy barriers for macrocyclic ring rotation, highlighting the strength of the attractive interactions ring-thread within the interlocked structure. Their enhanced thermal stability, compared to the non-interlocked counterparts, evidences the protective role of the macrocycle. Computational and electrochemical analyses indicate that the benzylic amide macrocycle improves the stability of the HOMO and LUMO orbitals of the interlocked dyes. Finally, spectroscopic and electrochemical data reveal that the macrocycle subtly modulates the optoelectronic and redox behaviour of the Pechmann dilactams.