Nanoscaled supramolecular systems have attracted significant attention because of their promising applications in many fields. This review focuses on recent advances in the construction of nanoassemblies driven by cyclodextrin (CD)-based inclusion complexation and their application in biomedical and biomimetic fields. As a result of the reversibility of the CD-based host-guest interactions, CD-based driving forces provide the opportunity to generate complex and sophisticated nanoassemblies with tunable properties.