Cancer occupies a high rank in the global morbidity and mortality scale with glioblastoma multiforme (GBM) accounting for almost 80% of all primary tumors of the brain. Despite the increasing availability of targeted and immunotherapeutic agents, chemotherapy still plays an important role in the treatment of neoplastic diseases. Limitations to the effective use of chemotherapy such as low aqueous solubility and high toxicity have directed the scientific community’s interest to the development of new therapeutic agents with enhanced efficacy and limited toxicity. Supramolecular chemistry has offered an alternative way on the design and development of new therapeutic agents as a result of their unique properties. Supramolecules can be used as drug carriers since their cavities can host a wide range of small drugs and surpass in this way the drawbacks of current therapeutic agents. Herein, we present the principles that should be followed for the encapsulation of small drugs in supramolecules with enhanced physicochemical properties and increased efficacy against glioblastoma multiforme.