Self-healing polymers, which can spontaneously recover themselves after being ruptured, result in enhanced lifetimes for materials and open up a fascinating direction in material science. Macrocycle-based host-guest interactions, one of the most crucial non-covalent interactions, play a key role in self-healing material fabrication. This review aims to highlight the very recent and important progress made in the area of self-healing polymer materials by focusing on cyclodextrins (CDs), crown ethers, cucurbit[n]urils (CBs), calix[n]arenes and pillar[n]arenes with special guest groups and tailored structures. In addition, we also propose future research directions and hope that this review can in a way reflect the current situation and future trends in this developing area.