Pillararenes are a unique group of supramolecular macrocycles, presenting important features and potential applications on account of their intrinsic structural properties and functionality. Developing pillararene-based self-assembled amphiphiles (PSAs) is an efficient approach to translate pillararenes into functional systems and materials for facilitating their practical applications. In this review article, we highlight recent significant advancements in PSAs. A new standard according to the number, solubility, and amphiphilicity of building blocks is employed for dividing PSAs into different categories. The fabrication of PSAs based on various building blocks and supramolecular interactions, and the formation of amphiphile-based self-assemblies are then discussed based on this standard. Furthermore, interesting stimulus-responsiveness to various factors, such as pH, redox, temperature, light, ionic effect, and host-guest competition, generated by the functional groups on various building blocks is summarized, and the corresponding supramolecular interactions in PSAs and their self-assemblies are elaborated. In addition, some important applications of PSAs and their assemblies are discussed. This review not only provides fundamental findings on the construction of PSAs, but also foresees future research directions in this rapidly developing area.