Supramolecular interactions are of great importance in the fabrication of new functional materials. In particular, colloidal assembly via supramolecular pathway has contributed to numerous innovations in material chemistry, on account of its specific, directional and dynamic non-covalent interactions. By taking advantage of the non-covalent supramolecular interactions, tailored complementary colloidal building blocks which are normally incompatible with each other could be integrated interdependently, forming novel hybrid materials with emerging properties. This thesis mainly focuses on the design, preparation and characterization of novel colloidal assemblies based on cucurbit[n]urils host-guest interactions, including hybrid ‘raspberry-like’ colloids, catalytic polymeric nanocomposites, advanced structured colloids, and supramolecular polymer colloidal hydrogel.