The physicochemical properties of light-responsive polymers have attracted widespread attention due to their ability to be precisely and conveniently modulated by light without additives or contact. Here, we report a thermo/light dual-responsive polymer, PNMA, synthesized through the free radical copolymerization of azobenzene derivative (mAzo) and N-isopropylacrylamide (NIPAM) monomers. By switching between 365 nm UV light and 450 nm visible light, the E/Z photoisomerization of the light-responsive mAzo can be reversibly controlled, and thereby adjusting the conformational changes of the PNMA polymer chain. Significantly, the stretching and contraction conformations of PNMA polymer chains can be manipulated by incorporating different types of cyclodextrins. A comprehensive comparative study was conducted to determine the light-controlled binding and dissociation processes between the azobenzene units and CDs (α-CD, β-CD and γ-CD), the influences of CDs on the photoisomerization kinetics and complexation constants of azobenzene with CDs, as well as the effect of CDs on the light-responsive phase transition behaviors of PNMA. Our results highlight the superior advantage of α-CD in constructing light-responsive systems with significant changes in hydrophilicity. Notably, by tuning the concentration of α-CD and the proportion of mAzo in PNMA, the range of light-induced thermosensitive response is significantly expanded. This study is the first to present a comparative study on the effects of three CDs on the thermo/light dual-responsive properties of polymer systems based on PNIPAM and azobenzene, providing new ideas for CD selection in the design and construction of advanced light-responsive materials based on light-responsive guest-host dissociation or hydrophilic changes of azobenzene/CD complexes.