Herein, we report a four-step mechanism for the spontaneous multi-scale supramolecular assembly (MSSA) process in a two-phase system concerning an ionic liquid (IL). The complex ions, elementary building blocks (EBBs), [EBB]n clusters and macroscopic assembly (MA) sphere are formed step by step. The porous large-sized [EBB]n clusters in the glassy state can hardly stay in the IL phase and they transfer to the IL-water interface due to both electroneutrality and amphiphilicity. Then, the clusters undergo random collision in the interface driven by the Marangoni effect and capillary force thereafter. Finally, a single MA sphere can be formed owing to supramolecular interactions. To our knowledge, this is the first example realizing spontaneous whole-process supramolecular assembly covering microscopic, mesoscopic and macroscopic scales in extraction systems. The concept of multi-scale selectivity (MSS) is therefore suggested and its mechanism is revealed. The selective separation and solidification of metal ions can be realized in a MSSA-based extraction system depending on MSS. In addition, insights into the physicochemical characteristics of ILs from microscopic, mesoscopic to macroscopic scales are provided, and especially, the solvation effect of ILs on the large-sized clusters leading to the phase-splitting is examined. It is quite important that the polarization of uranyl in its complex, the growing of uranyl clusters in an IL as well as the glassy material of uranyl are investigated systematically on the basis of both experiment and theoretical calculations in this work.