Development of circularly polarized luminescence (CPL) materials utilizing supramolecular strategies has recently attracted increasing interest in supramolecular chemistry and materials science. Chiral macrocycles, especially chiral macrocyclic hosts, have stable structures, adjustable internal cavities to encapsulate different guests, and host-guest complexation to induce special photophysical properties. Consequently, various CPL materials based on chiral macrocycles have been developed during the last decade. To gain a better understanding of this rapidly developing research area, it is necessary and also important to summarize the advances in CPL materials based on chiral macrocycles. In this review, CPL materials from different chiral macrocycles, especially classical and newly reported chiral macrocyclic hosts and their derivatives, will be comprehensively summarized. It is believed that this review will be of guiding significance and also very helpful for the development of macrocyclic chemistry and CPL materials.