Two organic molecules, 10,12-pentacodiynoic acid (PCDA) and para-xylenediamine (pXDA), were complex in THF solution upon acid-base interactions and assembled into thin films with a highly ordered structure after evaporation of the solvent. The binding specificities of α-, β-, and γ-cyclodextrins (CDs) with the photopolymerized polydiacetylenic films were studied. According to the optical, morphological, and structural analyses, it was found that the films were preferentially interacted with α-CDs, as well as host-guest interaction. In addition, the polydiacetylenic films were applicable for recognizing toxic materials as aldehyde derivatives in both liquid and gas states. These fundamental results may provide more useful platforms of polydiacetylene-based materials as optoelectronic devices or chemical/biological sensors.