For the purpose of cancer theranostics, the performance and potential biosafety of drug/imaging agents remain major challenges. Although passive and active targeting strategies have been reported for effectively enhanced bioimaging or drug delivery performance, researchers are still looking for emerging methods for better targeting, accumulation, and penetration of solid tumors. The strategy for constructing supramolecular self-assemblies in biologically relevant conditions may partially overcome these challenges. Regarding the biomedical applications, supramolecular entities with naturally dynamic and modular properties, are capable of constructing structurally and functionally diversified materials and meeting the requirements of biological complexity. Modules and integrated systems enable response to bio-environment by the modification of their constitution through component exchange or reorganization. In this review, the authors summarize the self-assembled nanosystems (nanoparticles, nanoaggregates, micelles, vesicles, nanofibers, hydrogels, etc.) in physiological/pathological environments and their applications in cancer theranostics. The authors focus on chemical structures, stimuli-responsive bonds, and self-assembly property of nanomaterials, which may offer a guide for the optimal design of self-assembled nanomaterials in clinical cancer treatment and imaging.