Molecular self-assembly is pervasive in the formation of living and synthetic materials. Knowledge gained from research into the principles of molecular self-assembly drives innovation in the biological, chemical, and materials sciences. Self-assembly processes span a wide range of temporal and spatial domains and are often unintuitive and complex. Studying such complex processes requires an arsenal of analytical and computational tools. Within this arsenal, the transmission electron microscope stands out for its unique ability to visualize and quantify self-assembly structures and processes. This review describes the contribution that the transmission electron microscope has made to the field of molecular self-assembly. An emphasis is placed on which TEM methods are applicable to different structures and processes and how TEM can be used in combination with other experimental or computational methods. Finally, we provide an outlook on the current challenges to, and opportunities for, increasing the impact that the transmission electron microscope can have on molecular self-assembly.