In this work we study the behaviour at interfaces and the micelle self-assembly of a cationic surfactant (CTAB) by Molecular Dynamics (MD) simulations of coarse-grained models. We consider both the standard (with explicit water) Martini force field and the implicit solvent version of the Martini force field (Dry Martini). First, we study the behaviour of CTAB at a water/vacuum interface, at a water/organic solvent interface and in a pre-assembled CTAB micelle using both standard and Dry Martini and all-atomic simulations. Our results indicate that there are significant quantitative differences between the predictions of the two models. Interestingly, implicit solvent simulations with Dry Martini show good quantitative agreement with all-atomic MD simulations, better than explicit solvent Martini MD simulations. The computational efficiency of the Martini and Dry Martini models allowed us to study the self-assembly of CTAB in a large system with many micelles. We observe the self-assembly of CTAB into micelles and also the exchange of CTAB molecules between micelles by events such as micelle fusion and fission which are difficult to observe in all-atomic MD simulations due to the time and length scales involved. Under the studied conditions, both Martini models predict a rather different self-assembly behaviour. The standard Martini model predicts a final equilibrium state with spherical micelles with an average size of ≈70 CTAB molecules. In contrast, the Dry Martini model predicts the formation of large tubular micelles with ≈330 CTAB molecules. Compared with experiments, standard Martini and Dry Martini underestimate and overestimate, respectively, the micelle size.