The purpose of this review is to highlight developments in self-assembled nanostructured materials (i.e., mesoporous and nanoparticle-based materials) and their catalytic applications. Since there are many available reviews of metal-based nanoparticles as catalysts, this review will mainly focus on self-assembled oxide-based catalytic materials. The content includes: (1) design and synthetic strategies for self-assembled mesoporous catalysts, (2) polyoxometalate (POM)-based nanocatalysts, (3) dendrimer-based nanocatalysts, and (4) shaped nanomaterials and catalytic applications. We show that controlled assembly of molecules, crystalline seeds, and nano building blocks into organized mesoscopic structures or controlled morphologies is an effective approach for tailoring porosities of heterogeneous catalysts and controlling their catalytic activities.