The major advances in the field of the designed construction of hierarchically structured porous inorganic or hybrid materials wherein multiscale texturation is obtained via the combination of aerosol or spray processing with sol-gel chemistry, self-assembly and multiple templating are the topic of this review. The available materials span a very large set of structures and chemical compositions (silicates, aluminates, transition metal oxides, nanocomposites including metallic or chalcogenides nanoparticles, hybrid organic-inorganic, biohybrids). The resulting materials are manifested as powders or smart coatings via aerosol-directed writing combine the intrinsic physical and chemical properties of the inorganic or hybrid matrices with defined multiscale porous networks having a tunable pore size and connectivity, high surface area and accessibility. Indeed the combination of soft chemical routes and spray processing provides "a wind of change" in the field of "advanced materials". These strategies give birth to a promising family of innovative materials with many actual and future potential applications in various domains such as catalysis, sensing, photonic and microelectronic devices, nano-ionics and energy, functional coatings, biomaterials, multifunctional therapeutic carriers, and microfluidics, among others.