Self-assembly strategies have been widely applied in the nanomedicine field, which provide a convenient approach for building various structures for delivery carriers. When cooperating with biomolecules, self-assembly systems have significant influence on the cell activity and life process and could be used for regulating nanodrug activity. In this review, self-assembled nanomedicines are introduced, including materials, encapsulation, and releasing strategies, where self-assembly strategies are involved. Furthermore, as a promising and emerging area for nanomedicine, in situ self-assembly of anticancer drugs and supramolecular antibiotic switches is also discussed about how to regulate drug activity. Selective pericellular assembly can block mass transformation of cancer cells inducing cell apoptosis, and the intracellular assembly can either cause cell death or effectively avoid drug elimination from cytosol of cancer cells because of the assembly-induced retention (AIR) effect. Host-guest interactions of drug and competitive molecules offer reversible regulations of antibiotic activity, which can reduce drug-resistance and inhibit the generation of drug-resistant bacteria. Finally, the challenges and development trend in the field are discussed.