Over the past few decades, molecular self-assembly has witnessed tremendous progress in a variety of biosensing and biomedical applications. In particular, self-assembled nanostructures of small organic molecules and peptides with intriguing characteristics (e.g., structure tailoring, facile processability, and excellent biocompatibility) have shown outstanding potential in the development of various biosensors. In this review, we introduced the unique properties of self-assembled nanostructures with small organic molecules and peptides for biosensing applications. We first discussed the applications of such nanostructures in electrochemical biosensors as electrode supports for enzymes and cells and as signal labels with a large number of electroactive units for signal amplification. Secondly, the utilization of fluorescent nanomaterials by self-assembled dyes or peptides was introduced. Thereinto, typical examples based on target-responsive aggregation-induced emission and decomposition-induced fluorescent enhancement were discussed. Finally, the applications of self-assembled nanomaterials in the colorimetric assays were summarized. We also briefly addressed the challenges and future prospects of biosensors based on self-assembled nanostructures.