Photoresponsive behavior and self-assembly properties of three side chain azo polyelectrolytes, poly (2-(4-phenylazophenoxy) ethanol-co-acrylic acid) (PPAPE), poly (2-(4-(4′-nitrophenylazo) phenoxy) ethanol-co-acrylic acid) (PNAPE), and poly (2-(4-(4′-ethoxyphenylazo) phenoxy) ethanol-co-acrylic acid) (PEAPE), were studied. These polyelectrolytes with different degrees of functionalization of azo chromophores were fabricated into nano-composite multilayers using two types of dipping solutions through a layer-by-layer electrostatic self-assembling process. Results show that the ratio between tetrahydrofuran (THF) and H2O significantly influences the photoresponsive behavior of PNAPE in THF-H2O mixture. The THF-H2O dipping solution, used in this work for self-assembly of hydrophobic polyelectrolytes, is proved to be as applicable as aqueous dipping solution for normal self-assembly of hydrophobic polyelectrolytes. However, significant differences in the multilayer growth between the two systems were also observed, which resulted from the remarkable difference of the existing forms of the polyelectrolytes in these two dipping solutions.