The self‐assembled natural and synthetic polymers are booming. However, natural polymers obtained from native or modified carbohydrate polymers (CPs), such as celluloses, chitosan, glucans, gums, pectins, and starches, have had special attention as raw material in the manufacture of self‐assembled polymer composite materials having several forms: films, hydrogels, micelles, and particles. The easy manipulation of the architecture of the CPs, as well as their high availability in nature, low cost, and being sustainable and green polymers have been the main positive points in the use of them for different applications. CPs have been used as building blocks for composite structures, and their easy orientation and ordering has given rise to self‐assembled CPs (SCPs). These macromolecules have been little studied for food applications. Nonetheless, their research has grown mainly in the last 5 years as encapsulated food additive wall materials, food coatings, and edible films. The multifaceted properties (systems sensitive to pH, temperature, ionic strength, types of ions, mechanical force, and enzymes) of these devices are leading to the development of advanced food materials. This review article focused on the analysis of SCPs for food applications in order to encourage other research groups for their preparation and implementation.