The recent fabrication advances in nanoscience and molecular materials point toward a new era where material properties are tailored in silico for target applications. To fully realize this potential, accurate and computationally efficient theoretical models are needed for: a) the computer‐aided design and optimization of new materials before their fabrication; and b) the accurate interpretation of experiments. The development of such theoretical models is a challenging multi‐disciplinary problem where physics, chemistry, and material science are intertwined across spatial scales ranging from the molecular to the device level, that is, from ångströms to millimeters. In photonic applications, molecular materials are often placed inside optical cavities. Together with the sought‐after enhancement of light‐molecule interactions, the cavities bring additional complexity to the modeling of such devices. Here, a multi‐scale approach that, starting from ab initio quantum mechanical molecular simulations, can compute the electromagnetic response of macroscopic devices such as cavities containing molecular materials is presented. Molecular time‐dependent density‐functional theory calculations are combined with the efficient transition matrix based solution of Maxwell's equations. Some of the capabilities of the approach are demonstrated by simulating surface metal‐organic frameworks ‐in‐cavity and J‐aggregates‐in‐cavity systems that have been recently investigated experimentally, and providing a refined understanding of the experimental results.