Natural products have been used to prevent and treat human diseases for thousands of years, especially the extensive natural small molecules (NSMs) such as terpenoids, steroids and glycosides. A quantity of studies are confined to concern about their chemical structures and pharmacological activities at the monomolecular level, whereas the spontaneous assemblies of them in liquids yielding supramolecular structures have not been clearly understood deeply. Compared to the macromolecules or synthetic small molecular compounds, NSMs have the inherent advantages of lower toxicity, better biocompatibility, biodegradability and biological activity. Self-assembly of single component and multicomponent co-assembly are unique techniques for designing supramolecular entities. Assemblies are of special significance due to their range of applications in the areas of drug delivery systems, pollutants capture, materials synthesis, . The assembled mechanism of supramolecular NSMs which are mainly driven by multiple non-covalent interactions are summarized. Furthermore, a new hypothesis aimed to interpret the integration effects of multi-components of traditional Chinese medicines (TCMs) inspired on the theory of supramolecular assembly is proposed. Generally, this review can enlighten us to achieve the qualitative leap for understanding natural products from monomolecule to supramolecular structures and multi-component interactions, which is valuable for the intensive research and application.