We investigate the mechanism underlying the self-assembly of gear-shaped amphiphilic molecules into a highly ordered nanocubic capsule ("nanocube") in aqueous methanol. Simulation results show that the solvent molecules play a significant role in the assembly process by directing the primitive intermediates to orthogonal/rectangular shapes, thus creating appropriate building blocks for cubic assembly while avoiding off-pathway stacked aggregates. Free-energy analyses reveal that the interplay of the direct intermonomer interaction and the solvent-mediated repulsion between large aromatic cores (via preferential solvation of methanol on hydrophobic surfaces) leads to the strong trend for perpendicular binding of monomers and hence the solvent-guided formation of rectangular blocks. Furthermore, we report the self-assembly simulation of the nanocube using replica exchange with solute tempering and demonstrate that the simulation can predict a highly ordered nanocapsule structure, assembly intermediates, and encapsulated molecules, which helps promote computer-aided design of functional molecular self-assemblies in explicit solvent.