The π-conjugation system of lignin makes it one kind of multifunctional biopolymer with many remarkable features such as ultraviolet-shielding properties, photothermal conversion capability, and fluorescence performance. The quest for effective strategies to strengthen the π-conjugation of lignin is significantly important to the design and production of outstanding lignin-based materials. In this work, we strengthen the π-conjugation of lignin by transforming lignin raw materials from disordered aggregates into ordered lignin colloidal spheres (LCSs) through supramolecular self-assembly. Moreover, we explore the relationship between the conjugation of lignin and its supramolecular structure by comparing the LCSs with different sizes, functional group arrangements, and compactness. Results demonstrate that the conjugation is stronger in the LCSs that have more hydrophobic groups inside and higher density. The primary strengthening mechanism of lignin conjugation is that the ordered and compact supramolecular structure results in a shorter average distance between benzene rings and stronger π-π interaction compared with that of disordered and loose supramolecular structure. We further demonstrate the great ultraviolet-shielding property and photothermal conversion capability of LCSs in polymer films, in which LCSs exhibit improved application performances than that of lignin raw materials due to their strengthened conjugation.