Metal halide perovskites and organic nonlinear optical materials have showcased enormous potential in many kinds of optoelectronic applications, such as solar cells, light-emitting diodes, and patterned displays. However, further enhancement of optoelectronic performances has been largely limited by the intractable issues of these materials including high defect densities, unstable crystallographic structure, harsh fabrication conditions, and unfavorable biocompatibility and environmental sustainability. Encouragingly, several recent works have demonstrated an effective supramolecular host-guest inclusion strategy could ideally address abovementioned concerns by nesting optoelectronic materials within the cavities of cyclodextrin molecules and their analogs. Specifically, the supramolecule hosts embedded with multiple functional groups and/or crosslinked networks could robustly interact with those optoelectronic materials, which play multifaceted roles in terms of chemical chelation, spatial confinement, structural stabilization, defect passivation, ion immobilization and compensation, thus resulting in comprehensive enhancement of optoelectronic performances and sustainability. The current challenging issues and potential solutions are also discussed to provide a roadmap for achieving more durable and sustainable optoelectronics toward practical applications and real commercialization.