Solar steam generation (SSG) presents a promising approach to addressing the global water crisis. Central to SSG is solar photothermal conversion that requires efficient light harvesting and management. Hierarchical structures with multi‐scale light management are therefore crucial for SSG. At the molecular and sub‐nanoscale levels, materials are fine‐tuned for broadband light absorption. Advancing to the nano‐ and microscale, structures are tailored to enhance light harvesting through internal reflections, scattering, and diverse confinement effects. At the macroscopic level, light capture is optimized through rationally designed device geometries, configurations, and arrangements of solar absorber materials. While the performance of SSG relies on various factors including heat transport, physicochemical interactions at the water/air and material/water interfaces, salt dynamics, etc., efficient light capture and utilization holds a predominant role because sunlight is the sole energy source. This review focuses on the critical, yet often underestimated, role of hierarchical light harvesting/management at different dimensional scales in SSG. By correlating light management with the structure‐property relationships, the recent advances in SSG are discussed, shedding light on the current challenges and possible future trends and opportunities in this domain.