Do I need an outlet box to install an outdoor light fixture?
Electrical code requires that all junctions be accessible in a box, so you definitely need one here.  You have two choices (that I know of at least):


cut a large hole in your siding and mount a retrofit light box into the wall cavity.





drill a small hole in your siding and mount one a weatherproof box on the outside:




The exterior boxes come in a range of depths and colors so you should be able to find one you like.