Diamond materials at different nanoscales provide them various characteristics such as elastic mechanical properties in needle‐like nanotips, flexibility of 2D films having atomic thicknesses and constant hardness under high pressures, superior field electron emission properties of vertically wall‐like composites, unprecedented hardness and improved toughness of nanotwin diamond (nt‐diamond), while the inherent excellent properties of bulk diamond (e.g., high Young's modulus, robustness, biocompatibility) can be maintained. In this paper, the newly born 1D diamond nanothreads, 2D diamanes, as well as 3D nt‐diamond are briefly reviewed. The innovations, progresses and achievements of different dimensional diamond nanostructures, covering lines, planes and volumes are overviewed. The topical problems and future outlooks of diamond nanostructures are outlined and discussed.