Proteins, as the elemental basis of living organisms, mostly execute their biological tasks in the form of supramolecular self-assemblies with subtle architectures, dynamic interactions and versatile functionalities. Inspired by the structural harmony and functional beauty of natural protein self-assemblies to fabricate sophisticated yet highly ordered protein superstructures represents an adventure in the pursuit of nature's supreme wisdom. In this review, we focus on building protein self-assembly systems based on supramolecular strategies and classify recent progress by the types of utilized supramolecular driving forces. Especially, the design strategy, structure control and the thermodynamic/kinetic regulation of the self-assemblies, which will in turn provide insights into the natural biological self-assembly mechanism, are highlighted. In addition, recently, this research field is starting to extend its interest beyond constructing complex morphologies towards the potential applications of the self-assembly systems; several attempts to design functional protein complexes are also discussed. As such, we hope that this review will provide a panoramic sketch of the field and draw a roadmap towards the ultimate construction of advanced protein self-assemblies that even can serve as analogues of their natural counterparts.