Supramolecular chemistry is based on intermolecular bonds, where substances dynamically bind together through noncovalent interactions. These dynamic forces allow the macrocyclic molecules and guest molecules to form stable assemblies, with high stability under physiological conditions, making them suitable for in vivo drug delivery. These dynamic noncovalent bonds are easily influenced by external stimuli such as light, heat, pH, and oxidation; thus, the assemblies induced by supramolecular interactions exhibit high diversity and flexibility in response to external stimuli, providing an effective method for simulating natural and physiological processes. The host-guest interactions induced self-assemblies have been applied across multiple dimensions, ranging from the molecular level to the cellular level, for detoxification, targeted drug delivery, and therapeutic studies. At the molecular level, macrocyclic molecules can encapsulate toxic substances from the bloodstream, serving as a solution for emergency detoxification. At the nanoscale level, host-guest interactions can induce the formation of multiple nanostructures including nanomicelles, nanocapsules, nanovesicles, and nanoparticles. The host-guest interactions can enhance the stability of nanostructures and impart them with stimuli sensitivity, which is highly significant in specific microenvironments like tumors. Nanostructures induced by the host-guest interactions possess optimized drug release profiles and pharmacokinetic features, thereby enhancing the therapeutic efficacy while mitigating side effects. At the microscale level, the host-guest interactions can induce the formation of various microassemblies including hydrogels, microfibers, and microtube aggregates. Moreover, microassemblies show superior potential in morphology transformation for controlling cell activity and diseases. Additionally, at the level of biological components, host-guest interactions can induce the assembly of peptides and organelles within cells and having the cell-cell or cell-particle assemblies as hitchhikers at the cellular level. Therefore, this Account aims to summarize the applications of host-guest interactions induced self-assemblies at various levels and the latest research in supramolecular self-assembly, with a particular focus on the progress in our research group. We hope that this account not only reveals the applications of therapeutic supramolecular self-assemblies but also provides new insights into the design of smart drug delivery systems.