: We report the self-assembly of stable nanoscale coordination polymers (NCPs), which exhibit temperature-controlled guest encapsulation and release, as well as an efficient light-harvesting property. NCPs are obtained by coordination-directed organization of π-conjugated dicarboxylate (L1) and lanthanide metal ions Gd(III), Eu(III), and Yb(III) in a DMF system. Guest molecules trans-4-styryl-1-methylpyridiniumiodide (D1) and methylene blue (D2) can be encapsulated into NCPs, and the loading amounts can be controlled by changing reaction temperatures. Small angle X-ray diffraction (SAXRD) results reveal that the self-assembled discus-like NCPs exhibit long-range ordered structures, which remain unchanged after guest encapsulations. Experimental results reveal that the negatively charged local environment around the metal connector is the driving force for the encapsulation of cationic guests. The D1 molecules encapsulated in NCPs at 140 °C can be released gradually at room temperature in DMF. Guest-loaded NCPs exhibit efficient light harvesting with energy transfer from the framework to the guest D1 molecule, which is studied by photoluminescence and fluorescence lifetime decays. This coordination-directed encapsulation approach is general and should be extended to the fabrication of a wide range of multifunctional nanomaterials.