The large‐scale fabrication of two‐dimensional periodic nanostructures in high quality holds great promises for building novel nanoscale devices. They have been conventionally produced using interface‐mediated self‐assembly strategies such as the Langmuir‐Blodgett and oil‐water interfacial assembly methods, which however are limited by the stringent requirements for the hydrophilicity/hydrophobicity of the particle surface. In this article, we review the recent progress on the air‐liquid interfacial self‐assembly to demonstrate that such strategies are simple, inexpensive, effective, scalable, and versatile in the fabrication of two‐dimensional periodic nanostructured arrays. They can be successfully employed to assemble nanoparticles of various compositions and surface properties into periodic nanostructured monolayer films, which find many important applications, for example, in the construction of colorimetric sensors for gas, chemical, and biomedical detection.