In this paper, the crystalline modification of a rare earth nucleating agent (WBG) for isotactic polypropylene (PP) based on its supramolecular self-assembly was investigated by differential scanning calorimetry, wide-angle X-ray diffraction and polarized optical microscopy. In addition, the relationship between the self-assembly structure of the nucleating agent and the crystalline structure, as well as the possible reason for the self-assembly behaviour, was further studied. The structure evolution of WBG showed that the self-assembly structure changed from a needle-like structure to a dendritic structure with increase in the content of WBG. When the content of WBG exceeded a critical value (0.4 wt%), it self-assembled into a strip structure. This revealed that the structure evolution of WBG contributed to the Kβ and the crystallization morphology of PP with different content of WBG. In addition, further studies implied that the behaviour of self-assembly was a liquid–solid transformation of WBG, followed by a liquid–liquid phase separation of molten isotactic PP and WBG. The formation of the self-assembly structure was based on the free molecules by hydrogen bond dissociation while being heated, followed by aggregation into another structure by hydrogen bond association while being cooled. Furthermore, self-assembly behaviour depends largely on the interaction between WBG themselves.