Bioactive compounds have drawn much attention according to their various health benefits. However, poor dissolvability, low stability and limited bioavailability largely narrow their applications. Although a variety of nontoxic ingredients have been rapidly developed as vehicles to deliver bioactive compounds in the last few years, most of them are non-bioactive. Pentacyclic triterpenoids, owing to their unique self-assembly and co-assembly behaviors and different physiological functions, can construct bioactive carriers due to their higher biodegradability, biocompatibility and lower toxicity. In this paper, the basic classification, biological activities and physicochemical properties of pentacyclic triterpenoids were summarized. Additionally, applications of self-assembled and co-assembled pentacyclic triterpenoids as bioactive delivery systems to load bioactive components and future research directions were discussed. This study emphasizes the potential of pentacyclic triterpenoids as bioactive delivery systems, offering a new perspective for constructing self- or co-assemblies for further synergetic biological applications.