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The structure of a self-assembly formed from a cationic azobenzene derivative, 4-cholesterocarbonyl-4′-(N,N,N-triethylamine butyloxyl bromide) azobenzene (CAB) and surfactant sodium dodecyl sulfate (SDS) in aqueous solution was studied by cryo-TEM and synchrotron radiation small-angle X-ray scattering (SAXS). Both unilamellar and multilamellar vesicles could be observed. CAB in vesicles were capable to undergo reversible trans-to-cis isomerization upon UV or visible light irradiation. The structural change upon UV light irradiation could be catched by SAXS, which demonstrated that the interlamellar spacing of the cis-multilamellar vesicles increased by 0.2–0.3 nm. Based on this microstructural change, the release of rhodamine B (RhB) and doxorubicin (DOX) could be triggered by UV irradiation. When incubated NIH 3T3 cells and Bel 7402 cells with DOX-loaded CAB/SDS vesicles, UV irradiation induced DOX release decreased the viability of both cell lines significantly compared with the non-irradiated cells. The in vitro experiment indicated that CAB/SDS vesicles had high efficiency to deliver loaded molecules into cells. The in vivo experiment showed that CAB/SDS vesicles not only have high drug delivery efficiency into rat retinas, but also could maintain high drug concentration for a longer time. CAB/SDS catanionic vesicles may find potential applications as a smart drug delivery system for controlled release by light.