Using the Williamson method, a new dye 4-[(4-chlorobenzyl)oxy]-3,4′-dichloroazobenzene (CODA) with liquid crystalline properties was synthesized. The structure and the thermal behavior of CODA were investigated by means of nuclear magnetic resonance, X-ray diffraction, differential scanning calorimetry, and light polarized optical microscopy techniques. The thermophysical processes were monitored by heating–cooling cycles, but the formation of liquid crystal phases were exhibited only for small values of the cooling rates. For the first heating–cooling cycle, the melting and the solidification processes, thus the characteristic temperatures, are shifted to higher values when compared to the following cycles.