Polyoxometalates (POMs) are discrete anionic metal-oxide nanoclusters which exhibit unrivalled structural diversity, exceptional physical properties, and have many potential applications. Nonetheless, possessing high crystalline energy and hydrophilic nature, the assembly of POM clusters into rationally design architectures has been a long-standing bottleneck for their ultimate use in advanced materials and devices. To confront this challenge, both covalent and non-covalent modifications of POM nanoclusters are increasingly considered. This perspective reviews recent progress in the assembly of non-covalently modified surfactant-encapsulated POM nanoclusters with particular emphasis on our research work. The described solution-based assembly approach provides an excellent control on size, shape, and stability of the assembly structures. By effective exploitation of non-covalent interactions between the POM hybrid nanobuilding blocks, several unprecedented assembly structures including disks, cones, tubes, fullerene-like spheres, multiple shape flowers, wires, and thin films can be achieved. The assembly structures are highly robust and tunable in terms of size and shape and can act as hosts for guest nanomaterials to develop composite materials of combinatorial properties. In the last section of this manuscript, we present the catalytic properties of the assembly structures and their remote controlled manipulation in the reaction system.