Multiple-responsive supramolecular vesicles have been successfully fabricated by the complexation between β-cyclodextrin (β-CD) and a pH/photo dual-responsive amphiphile 4-(4-(hexyloxy)phenylazo)benzoate sodium (HPB) with azobenzene and carboxylate groups. When mixing β-CD with HPB to reach a host/guest molar ratio of 1 : 1, the azobenzene group of HPB could be spontaneously included by β-CD molecules. Then, the formed inclusion complexes (HPB@β-CD) could self-assemble into vesicles, which was driven by the hydrophobic interaction of the alkyl chain of HPB and the hydrogen bonds between neighboring β-CDs. The reversible assembly/disassembly of the vesicles could be simply regulated under UV or visible light irradiation. The reversible phase transformation between vesicles and microbelts could also be realized by adjusting the pH values of the sample. Adding both competitive guest molecules (1-adamantane carboxylic acid sodium (ADA)) and α-amylase would result in the phase transformation from vesicles to micelles. Moreover, the vesicles would be destroyed when β-CD was continuously added until the ratio of host/guest reached 2 : 1. Such an interesting quintuple-responsive vesicle system reported here not only has potential applications in various fields such as controlled release or drug delivery, but also provides a reference for the design and construction of multiple responsive systems.