Nanomaterials based on chitosan have emerged as promising carriers of therapeutic agents for drug delivery due to good biocompatibility, biodegradability, and low toxicity. Chitosan originated nanocarriers have been prepared by mini-emulsion, chemical or ionic gelation, coacervation/precipitation, and spray-drying methods. As alternatives to these traditional fabrication methods, self-assembled chitosan nanomaterials show significant advantages and have received growing scientific attention in recent years. Self-assembly is a spontaneous process by which organized structures with particular functions and properties could be obtained without additional complicated processing or modification steps. In this review, we focus on recent progress in the design, fabrication and physicochemical aspects of chitosan-based self-assembled nanomaterials. Their applications in drug delivery of different therapeutic agents are also discussed in details.