Fabrication of nano-sized objects is one of the most important issues in nanoscience and nanotechnology. Soft nanomaterials with flexible properties have been given much attention and can be obtained through bottom-up processing from functional molecules, where self-assembly based on supramolecular chemistry and designed assembly have become crucial processes and techniques. Among the various functional molecules, dyes have become important materials in certain areas of nanotechnology and their self-assembling behaviors have been actively researched. In this short review, we briefly introduce recent progress in self-assembly of optical molecules and dyes, based mainly on supramolecular concepts. The introduced examples are classified into four categories: self-assembly of (i) low-molecular-weight dyes and (ii) polymeric dyes and dye self-assembly (iii) in nanoscale architectures and (iv) at surfaces.