A three-component supramolecular co-assembly structure formed at the liquid-solid interface by employing a shape-persistent pi-conjugated macrocycle (1(6mer)) and two guest molecules (COR and C-60) is demonstrated. Scanning tunneling microscopy (STM) observations revealed that 1(6mer) can serve as a versatile host molecule that can co-assemble with both COR and C-60 guest molecules to form stable two-component structures, where the COR guest molecule filled in the gap between the side chains of adjacent 1(6mer) molecules, and the C-60 guest molecule entered the inner cavity of 1(6mer). It was found that the adding sequence of COR and C-60 guest molecules is crucial to the resulting co-adsorption structure in the three-component system. To obtain the intriguing 1(6mer)-COR-C-60 three-component co-assembly structure, the 1(6mer) and COR two-component co-assembly structure should first be constructed on a HOPG surface, followed by addition of C-60. Based on the analysis of the STM results and the density functional theory (DFT) calculations, the formation mechanism of the assembled structures was revealed.