A nanoscopic supramolecular aggregate is constructed from perylene bisimide‐bridged bis‐(permethyl‐β‐cyclodextrins) 1 via π–π stacking interactions. Its self‐assembly behavior in organic and aqueous solutions is investigated by UV–Vis, fluorescence, and 1H NMR spectroscopy. Transmission electron microscopy and scanning electron microscopy images show the 1D nanorod aggregation of 1, which is birefringent under crossed polarizer conditions and strongly fluorescent as depicted in the fluorescence microscopy image. X‐ray powder diffraction measurements indicate that 1 forms a well‐ordered crystalline arrangement with a π–π stacking distance of 4.02 Å. Furthermore, the solid‐state fluorescence sensing is explored by utilizing the poly(vinylidene fluoride) membrane‐embedded 1, giving that 1, as a novel vapor detecting material, can probe several kinds of volatile organic compounds and, especially, exhibits high sensitivity to organic amines.