Self-assembling π-conjugated systems constitute efficient building blocks for the construction of supramolecular structures with tailored functional properties. In this context, perylene diimide (PDI) has attracted attention owing to its chemical robustness, thermal and photo-stability, and outstanding optical and electronic properties. Recently, the conjugation of PDI derivatives to biological molecules, including oligonucleotides and peptides, has opened new avenues for the design of nanoassemblies with unique structures and functionalities. In the present review, we offer a comprehensive summary of supramolecular bio-assemblies based on PDI. After briefly presenting the physicochemical, structural, and optical properties of PDI derivatives, we discuss the synthesis, self-assembly, and applications of PDI bioconjugates.