Nanoparticulate drug-delivery systems have attained much importance because of their injectable property, the possibility to achieve passive targeting and active targeting, and unique advantages to realize stimuli tailored delivery. Molecular self-assembly is a powerful method for fabricating polymer-based nanoparticles, which involves various driving forces, such as hydrophobic interactions, electrostatic interactions, stereocomplexation, host/guest interactions and hydrogen bonding. By fine tuning one or many types of these interactions, self-assemblies with a wide range of structures and functions could be fabricated. In this article, recent developments in different self-assembly strategies for the preparation of polymer-based nanoparticulate delivery systems are discussed.