Macromolecular self-assembly has great potential for application in the field of the design of molecular machines, in molecular regulation, for biological tissue, and in biomedicine for the optical, electrical, and biological characteristics that the assembly unit does not possess. In this paper, the progress in macromolecular self-assembly is systematically reviewed, including its conception, processes and mechanisms, with a focus on macromolecular self-assembly by stimuli. According to the difference in stimuli, macromolecular self-assembly can be classified into temperature-responsive self-assembly, light-responsive self-assembly, pH-responsive self-assembly, redox-responsive self-assembly, and multi-responsive self-assembly. A preliminary study on constructing dynamic macromolecular self-assembly based on a chemical self-oscillating reaction is described. Furthermore, the problems of macromolecular self-assembly research, such as the extremely simple structure of artificial self-assembly and the low degree of overlap between macromolecular self-assembly and life sciences, are analyzed. The future development of stimuli-responsive macromolecular self-assembly should imitate the complex structures, processes and functions in nature and incorporate the chemical-oscillation reaction to realize dynamic self-assembly.