Artificial receptors that recognize anionic species via non-covalent interactions have a wide range of biomedical, industrial, and environmental applications. A major challenge in this area of research is to achieve high-affinity and selective anion binding in aqueous media. So far, only a few examples of receptors capable of strong (>105 M 1) anion binding in solutions containing >50% water are available, and none show selectivity for chloride. We report here the discovery of a D4h-symmetric fluorinated tetraurea macrocycle that fulfils this function owing to its unique self-assembly properties. The macrocycle has a strong tendency to self-associate into columnar aggregates via intermolecular hydrogen bonds and aromatic stacking. In aqueous solutions, macrocycle aggregation generates solvent-shielding and size-selective binding pockets favorable for hydrogen bonding with chloride. As a result, micromolar affinity and highly selective chloride binding have been achieved with this simple small molecule (MW < 700) in 60 vol % water/acetonitrile.