The supramolecular assembly, used as a molecular reactor, is of great significance in host–guest chemistry. In this work, we used a tetratopic pyridyl ligand as a building block to hierarchically combine a slightly twisted cuboid with half-sandwich rhodium fragments. The cuboid directionally self-assembled hydrophobic pockets that can encapsulate conjugated molecules like anthracene (ANT) as guests in solutions, by supramolecular interactions including hydrogen bonding and hydrophobic interactions. The array of the ANT molecules in the confined pockets was subjected to a [4 + 4] photocycloaddition reaction under UV light irradiation as an external stimulus in a methanol solution. Furthermore, the mechanism underlying the process was proposed. The cuboid was fully characterized by ¹H NMR, single-crystal X-ray diffraction (SCXRD), and mass spectrometry (MS), and its host–guest and cycloaddition processes were monitored by ¹H NMR spectroscopy and UV-visible spectrophotometry.