Peptide materials, such as self-assembled peptide materials, are very important biomaterials. Driven by multiple interaction forces, peptide molecules can self-assemble into a variety of different macroscopic forms with different properties and functions. In recent years, the research on self-assembled peptides has made great progress from laboratory design to clinical application. This review focuses on the different morphologies, including nanoparticles, nanovesicles, nanotubes, nanofibers, and others, formed by self-assembled peptide. The mechanisms and applications of the morphology transformation are also discussed in this paper, and the future direction of self-assembled nanomaterials is envisioned.