Antimicrobial peptides (AMPs) are considered as potential antibiotic substitutes because of their potent activities. Previous studies mainly focused on the effects of peptide charges and secondary structures, but the self-assembly of AMPs was neglected. As more and more researchers notice the roles of peptide self-assembly in AMPs, it has been considered as another important property. In this review, we will discuss the influences of peptide self-assembly on the activity and mode of action, and some specific features it introduces to the AMPs, such as particular responsiveness, improved cell selectivity and stability and sustained release. In addition, some methods to design self-assembling AMPs are primarily discussed. With further understanding about the self-assembling regularity, design of particular self-assembling AMPs will be very helpful for their applications, especially in the fields of drug delivery and biomedical engineering.