In this paper we review our work on self-assembly of the system, poly(ethylene oxide)–poly(propylene oxide)–poly(ethylene oxide) (PEO–PPO–PEO) block copolymers, which is a kind of macromolecular complex fluids. The control of self-assembly could be obtained by adding inorganic salts or aliphatic alcohols. By self-assembly of amphiphilic block copolymers, a microemulsion phase is formed, which could be applied in micelle extraction, such as hollow-fiber membrane micelle extraction, magnetic micelle extraction and immobilized micelle extraction.