Supramolecular vesicles are the most popular smart nano-drug delivery systems (SDDs) because of their unique cavities, which have high loading carrying capacity and controlled-release action in response to specific stimuli. These vesicles are constructed from amphiphilic molecules via host-guest complexation, typically with targeted stimuli-responsive units, which are particularly important in biotechnology and biomedicine applications. Amphiphilic pillar[n]arenes, which are novel and functional macrocyclic host molecules, have been widely used to construct supramolecular vesicles because of their intrinsic rigid and symmetrical structure, electron-rich cavities and excellent properties. In this review, we first explain the synthesis of three types of amphiphilic pillar[n]arenes: neutral, anionic and cationic pillar[n]arenes. Second, we examine supramolecular vesicles composed of amphiphilic pillar[n]arenes recently used for the construction of SDDs. In addition, we describe the prospects for multifunctional amphiphilic pillar[n]arenes, particularly their potential in novel applications.