Polymer nanocomposites have attracted great scientific and industrial interests in recent decades because of their unique properties emerging from the combination of polymer and inorganic nanomaterial. The construction of polymer nanocomposites into hierarchical nanostructures via self-assembly strategies offer great advantages in creating functional materials with advanced properties for biomedical applications. This review covers recent progresses in the self-assembled polymer nanocomposites and their biomedical applications. We firstly briefly discuss some common methods for the self-assembly of polymer nanocomposites. Then, the latest achievements are highlighted in developing biointerface controlling cell behaviors, biosensors for diagnosis, drug vehicles and wound dressings. Without a doubt, polymer nanocomposite self-assemblies have become potential candidates in the development of practical biomedical devices.