π-Conjugated systems have been widely studied due to their conveniently-tuned molecular structure as well as outstanding photoelectric properties. Supramolecular self-assembly has obvious advantages in preparation of functional nano-materials with regular and complex structure and is an attractive and efficient technique to tune the macroscopic properties of π-conjugated systems. Hence, supramolecular assembly of π-conjugated systems has recently been under intense investigation on the frontiers of information, materials, biology and other fields. This review focuses on the development and the most recent progress in supramolecular assembly of π-conjugated systems, including mechanisms, guiding roles of external environment, morphologies, and applications in photoelectric devices and biosensors. Additionally, the perspectives and problems should be solved in the future are provided.