Experiments aimed at searching for variations in the fine-structure constant α are based on spectroscopy of transitions in microscopic bound systems, such as atoms and ions, or resonances in optical cavities. The sensitivities of these systems to variations in α are typically on the order of unity and are fixed for a given system. For heavy atoms, highly charged ions and nuclear transitions, the sensitivity can be increased by benefiting from the relativistic effects and favorable arrangement of quantum states. This article proposes a new method for controlling the sensitivity factor of macroscopic physical systems. Specific concepts of optical cavities with tunable sensitivity to α are described. These systems show qualitatively different properties from those of previous studies of the sensitivity of macroscopic systems to variations in α, in which the sensitivity was found to be fixed and fundamentally limited to an order of unity. Although possible experimental constraints attainable with the specific optical cavity arrangements proposed in this article do not yet exceed the present best constraints on α variations, this work paves the way for developing new approaches to searching for variations in the fundamental constants of physics.