The features of molecularly preferable centrosymmetric arrangements exclude organic nonlinear optical (NLO) materials for second harmonic generation (SHG) when used in the solid and crystalline states, which greatly limits their applications in optoelectronic devices. Herein, a pillar[5]arene (BrP5) is used as the macrocyclic host to encapsulate NLO molecules, 4-[4'-methoxystyryl]-1-methylpyridinium iodide (OM), 4-[2'-(5'-(dimethylamino)thiophen-2'-yl)vinyl]-1-methylpyridinium iodide (DAST), and 4-methoxy-β-nitrostyrene (MNS), to alter the solid-state packing of these NLO molecules and manipulate their centrosymmetric arrangements. BrP5 forms 2:1 host-guest complexes with OM and DAST, while it forms a 1:1 host-guest complex with MNS. Experimental results show that the pillar[5]arene and each of these three NLO guests form a nanocapsule architecture along with an overall centrosymmetric crystal structure. However, the random orientation of OM and DAST molecules inside the 2:1 host-guest complex nanocapsules breaks the local centrosymmetric arrangement of the NLO molecules, resulting in strong SHG. On the contrary, for BrP5⊃MNS, the MNS molecules inside the pillar[5]arene cavities are unable to break the centrosymmetry. They have only one determined orientation in the one-dimensional (1D) channels of BrP5, while other MNS molecules in adjacent channels have the opposite direction. The centrosymmetry of the dipolar chains is strictly maintained with the cancellation of nonlinear polarization, resulting in the quenching of SHG. Furthermore, an ultrasound-induced host-guest crystallization method is developed for the fast preparation of these host-guest composite materials with NLO activity. This work opens a new way to construct solid-state organic NLO materials, which have potential in high-power lasers, optical switches, and imaging applications.