The self-assembly of biodegradable polyurethanes constitutes an important area of research for the development of polymeric materials in biomedicine. In particular, colloidal polyurethane assemblies can increase the solubility and stability of hydrophobic compounds, and improve the specificity and efficiency of drug action. Their nanoscale size and modular functionality make them promising for the injectable, targeted and controlled delivery of various therapeutic agents and imaging probes into required cells. Additionally, cationic polyurethanes are able to self-assemble with nucleic acids into nanoparticles to enter cells for efficient gene transfection. These emerging nanocarriers open the door for addressing the failure of traditional localized delivery systems, and present a compelling future opportunity to achieve personalized therapy as versatile candidates. This review article highlights the research progress in the self-assembly of biodegradable polyurethanes for controlled delivery applications, with particular attention being paid to some representative vehicles such as self-assembled polyurethane micelles, nanogels, and polyurethane/DNA complexes, which have emerged as the focus of interest in recent years.