Cholesterol-appended benzothiadiazole–triphenylamine two-photon absorption dye was prepared and its self-assembling nature was investigated. The dye gave viscous fluid organogels in aliphatic hydrocarbon solutions such as cyclohexane, in which one-dimensional supramolecular aggregates are formed through the van der Waals interactions among the cholesterol moieties and the intermolecular hydrogen-bonding interactions among the carbamate spacer moieties. The supramolecular self-assembling was confirmed by the line-broadening effect in the 1 H NMR spectra, and by the bathochromic shifts of the absorption and emission bands. The bathochromic shift of the absorption band suggested that the benzothiadiazole–triphenylamine moieties take a J-like aggregation mode. Under the self-assembled conditions, the dye showed a negative exciton splitting pattern in the CD spectrum, suggesting the one-dimensional stacking with a left-handed twisting mode. The two-photon absorption nature in the parent benzothiadiazole–triphenylamine chromophore is maintained in the self-assembled system.