Nanoparticles are the most crucial part of nanomedicine and various kinds of nanoparticles have been developed for drug delivery. As a new kind of nanoparticles, macrocyclic amphiphiles are gaining more and more attention in the field of nanomedicine due to their intrinsic features of molecular recognition and robust assembly. In this review, we summarized the reported works of drug delivery using macrocyclic amphiphiles, including cyclodextrin, calixarene, cucurbituril and pillararene species. These macrocyclic amphiphiles, serving as a new matrix of nanomedicine, can enhance drug solubility, improve drug stability, selectively deliver drugs to disease both in vitro and in vivo.