Due to the extremely tiny size, micro‐nanorobots hold promise in performing tasks at the micro‐nanoscale, which is impossible for macroscale robots. However, the massive fabrication of micro‐nanorobots is of crucial challenge and has been attracting extensive attention among academics. Active colloids can be self‐assembled into ordered structures, and offer a promising solution to this largescale manufacture challenge. Here, we summarize the development and mechanisms of different assembly technologies in the past two decades, and introduce the applications of micro‐nanorobots using self‐assembly strategies in biomedical and physical fields. For clarification, the self‐assembly mechanisms are presented in three categories: chemical, physical and biological. The manufacture of micro‐nanorobots through self‐assembly not only solves the problem of large‐scale manufacturing, but also increases the reconfigurability of structure and improves their adaptability to the environment, which promises further development as microsurgeons and the application of micro‐nanorobots in other fields, such as environmental restoration and micro‐manipulation.