Supramolecular self-assembly provides a new strategy for the development of drug delivery systems from molecular components. With non-covalent interactions as driving forces, supramolecular drug delivery systems(SDDSs) can realize precise component control at the molecular level, increased predictability of the self-assembled structures, tunable control of morphologies and sizes, controlled release of delivered drugs. In this review, we first concisely introduce the background for the design of SDDSs and then describe important advances in SDDS development that involves the applications of cyclodextrin, calixarene, pillararene and cucurbituril based on host-guest interactions. Following these popular design principles, we further present the applications of water-soluble supramolecular organic frameworks as SDDSs. Finally, the challenges that need to be addressed for the practical translation of SDDSs are discussed.