The first volume profiles for complex formation of α-cyclodextrins (α-CD) with diphenyl azo dyes (S) are presented as a new approach in understanding inclusion phenomena. The following dyes were selected: sodium 4-(4-diethylaminophenylazo)benzenesulfonate (1), sodium 4-(3-carboxy-4-hydroxy-5-methylphenylazo)benzenesulfonate (2), sodium 4-(4-hydroxy-3,5-dimethylphenylazo)benzenesulfonate (3), and sodium 2-hydroxy-3-methyl-5-(4-sulfamoylphenylazo)benzoate (4). The behavior of the dyes alone were first studied in aqueous solutions to rule out any competition reaction. Under the experimental conditions used for the stopped-flow kinetic studies, it has been proved that only monomeric species are present (no aggregation of the dye is formed by π−π stacking interactions). NMR experiments and kinetic evidences have shown that only directional binding of the dye via the sulfonate/sulfonamide group through the wide rim of the α-cyclodextrin was possible. The 1:1 complex was the only stoichiometric species formed. ...