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Four polymers containing five-membered rings in the main chain, with or without conjugation structure along the backbone and with or without conjugated pendent groups, were designed and synthesized by metathesis cyclopolymerization of functionalized α,ω-diynes, and cyclopolymerization of functionalized α,ω-dienes catalyzed by the α-diimine palladium-based catalyst, respectively. High to moderate monomer conversions were achieved. Chain structure, molecular weight, and molecular weight distribution (MWD) of the cyclopolymerization products were characterized by 1H-, 13C-NMR, FTIR, and GPC. The polymers showed regular main chain structures, moderately high molecular weight, and narrow MWD. Thermal properties and chain stacking behaviors of the polymers were investigated by differential scanning calorimetry (DSC) and X-ray diffraction (XRD) as well as atomic force microscopy (AFM). The polymer with conjugation system in both the backbone and the pendent groups exhibited UV-Vis absorption at a much longer wavelength than those with the conjugation only in the backbone or only in the side groups. The polymers with conjugated backbone need more space for chain stacking, and the conjugated backbone causes enhanced size of polymer particles assembled from solution. The results showed that primary microstructures of the polymer exerted significant influences on the physical properties.