Display omitted •The service life of the materials increases via spontaneous repairing the cracks.•Efficiency of the self-healing materials depends on the number of H and G groups.•Among guest molecules, the adamantane has a high association constant with the β-CD.•The Fc/β-CD complexes are responsive to the clean and simple electrochemical stimuli.•The azobenzene/β-CD complexes are suitable for light-responsive applications.•Cholic acid as a natural guest promotes the biocompatibility of self-healing materials.•The new synthetic strategies reported in this review allow for different applications. The self-healing property increases the service life of materials by spontaneously repairing the cracks or fractures. The selection of the appropriate self-healing materials having a fast propagation rate and proper repairing mechanism is important in their high efficiency. Several factors such as time and rate of healing, time of storage, and healing efficiency (obtained from measuring the mechanical properties before and after healing) at the point of fracture have significant effects on the self-healing capability. In recent years, many researchers have focused on non-covalent interactions to fabricate self-healing materials. Among different non-covalent interactions, cyclodextrin-based host–guest (HG) interactions with different guest molecules that can fit inside the cyclodextrin (CD) cavity have attracted the attention of many researchers due to biocompatibility, ease of modification, availability, the capability of CD complex formation with different guest molecules, and the reversible nature of HG complexation. The purpose of the present paper is to review the different strategies of fabricating the HG supramolecular self-healable materials between β-CD and various types of guest molecules such as ferrocene (Fc), adamantane (Ad), azobenzene (Azo), cholic acid (CA), N-vinylimidazole, bromonaphthalene, and other guest molecules. Comparing different strategies makes it possible to properly address the challenges of this field in the future. Each guest molecule which is placed inside the cyclodextrin cavity provides unique properties in the supramolecular self-healable materials. For example, adamantane, ferrocene, azobenzene, and cholic acid, respectively, lead to high stability, electrochemical-sensitivity, light-sensitivity, and biocompatibility of supramolecular self-healable materials. Moreover, different applications of β-CD-based self-healable materials in stimuli-responsive systems, coating, 3D-printing, drug delivery, biomedical, and other applications are summarized in this paper.