Anion coordination chemistry has developed rapidly in recent years and has become a mature branch in supramolecular chemistry. Related research has expanded to a broad range of topics, such as anion recognition and separation, sensing, and applications in smart materials, transmembrane transport, and catalysis. In particular, anions have recently been proven to be promising coordination centers for the construction of a series of supramolecular structures, including foldamers, helicates, cages, etc. This review focuses on the interplay of anion coordination and supramolecular self-assembly. Representative and the most recent progress in the anion-induced and anion-coordination-based self-assemblies are summarized herein, by which we demonstrate that anion coordination chemistry is a powerful new approach to supramolecular assemblies with various applications.