In this critical review, we summarize recent results in the investigation of macrocyclic amphiphiles, amphiphiles based on macrocyclic frameworks. These interesting molecules have drawn a lot of attention over the past decades due to their unique superiority in self-assembly processes and other advantages. Compared with traditional linear amphiphiles, macrocyclic amphiphiles can be tailored to promote their self-assembly into various well-defined architectures by locating hydrophilic and hydrophobic chains on the respective sides. Since macrocyclic amphiphiles can be regarded as “surfactants” with host–guest recognition sites, they may be highly beneficial for applications where guest molecules must be stabilized, transported or protected in aqueous media. Considering the abundant research results on the host–guest chemistry of macrocycles, the use of macrocyclic amphiphiles in the fabrication of multidimensional and hierarchical self-assemblies may also provide interesting new topological structures. Moreover, the interactions of their self-assemblies can be mediated by molecular recognition, which may further our understanding of biological processes.