Multicavity macrocyclic hosts are host molecules comprising more than one macrocyclic guest binding components connected through multipoint linkages. Macrocycles, such as crown ethers, pillar[n]arenes, calix[n]arenes, and calix[4]pyrroles, have been used to fabricate multicavity hosts, either homotopic or heterotopic. This review is mainly focused on the molecular structures and host-guest behaviors of multicavity macrocyclic host molecules and their applications in the assembly of sophisticated supramolecular architectures.