This review article describes recent results obtained in the self-assembly of supramolecular capsules derived from calixpyrrole components. Due to their ease of synthesis, calix[4]pyrroles are by far the most typically used units in these systems. A clear conformational and structural analogy exists between calix[4]arenes and calix[4]pyrroles. However, to date, the number of examples in the literature that use calix[4]pyrrole scaffolds instead of calix[4]arenes for the construction of supramolecular capsules is still meager. Four different approaches are considered for the use of calix[4]pyrrole derivatives in the assembly of molecular capsules. Firstly, in an analogous manner to resorcin[4]arenes and pyrogallol[4]arenes, aryl-extended calix[4]pyrroles with hydroxyl groups in their upper rim self-assemble through direct or mediated rim-to-rim interactions into capsular aggregates. Secondly, aryl-extended calix[4]pyrroles having non-complementary hydrogen-bonding groups in their upper rim form dimeric templated capsules with suitable substrates. Thirdly, the elaboration of the upper rim of the calix[4]pyrroles with urea groups affords dimeric capsules with polar functionalized interiors that closely resemble their tetraurea calix[4]arene analogs. Finally, the chemical modification of the pyrrole units of octamethyl calix[4]pyrrole into tetrathiafulvalene derivatives yields dimeric capsules induced by anion coordination that display interesting properties in the binding of electron-poor guests.