Enzymes tend to malfunction when they work out of their natural cellular environments. Engineering a favorable microenvironment around enzymes has emerged as an effective strategy to finely tune the enzymatic functions and reshape the biocatalytic activities. Supramolecular self-assembly provides a bottom-up approach for spatial arrangement of functional groups and fabrication of materials with tailorable local properties. In this review, the progress in designing, creating, and tailoring the enzyme microenvironments is discussed, with the bioinspired self-assembling materials as the scaffolds built from molecular building blocks. The relationship between the physicochemical properties and the local environments (pH, substrates, or hydration) of the scaffolds, and the catalytic properties of the scaffolded enzymes are focused upon. The power of the self-assembly to regulate the catalytic systems dynamically is also highlighted. In the end, an outlook on the obstacles, possible solutions, and future directions on the microenvironment engineering of enzymes is provided.