Supramolecular compounds are capable of undergoing various non-covalent interactions with other molecules like host-guest chemistry, controlled encapsulation, hydrophobic interactions, a variety of delivering strategies, electron affinity induced interactions, etc. These properties of supramolecular compounds make them attractive to be effective drug carriers. This review will describe in detail the recent interesting reports on the structure-activity relationship of supramolecular compounds in drug delivery. The supramolecular compounds considered are cyclodextrins, cucurbiturils, avidin, biotin, rotaxanes, viologens, and dendrimers. Studying the opportunities given by these supramolecular compounds in drug delivery will pave the way for novel efficient drug delivery systems for the future.