Self-assembled nanocomposites are attracting considerable attention owing to their controllable architectures and self-assembly processes, as well as the increase in worldwide environmental effects and energy needs. Further understanding of the self-assembly procedure for improving environmental and energy applications would advance the design and manufacture of nanomaterials for various applications. These materials can be grouped into major categories for various application fields, including powder photocatalysts, membrane photocatalysts, and thin-film thermoelectric nanomaterials. These self-assembled nanomaterials can be used for environmental and energy applications, such as wastewater purification, hydrogen production by water splitting, energy storage, and energy harvesting. In this review, a brief introduction to the definitions and classifications of self-assembled nanocomposites is provided. We aim to provide a summary of the recent research related to self-assembled nanocomposites and nanostructures used for environmental and energy applications. Moreover, typical examples and discussions are aimed at demonstrating the advantages of self-assembled nanostructures. At the end of each section, the structural properties and the application of the nanocomposite or nanostructure are summarized. Finally, we provide perspectives for future research on the design and fabrication of self-assembled nanocomposites and nanostructures.