Metal halide perovskite, an emerging photosensitive semiconductor, has been widely employed in solar cells, light‐emitting diodes, photodetectors, and lasers owing to its excellent photophysical properties and simple solution preparation processing. However, as a photoactive layer, the higher refractive index and thinner thickness of perovskite film can cause reflection and transmission at the interface, and confine the emitted light within devices, resulting in the poor incident photon absorption and emitted photon extraction. In addition, the intrinsic brittleness of perovskite material restricts its potential applications in flexible optoelectronics. Therefore, great effort has been put into micro‐nano structured perovskite optoelectronics, and the reported reviews mainly focus on the fabrication process of micro‐nano patterned perovskite. Herein, the functionalities of micro‐nano structures in optoelectronics, including improving the light trapping, light extraction, light modulation, carrier dynamics, mechanical robustness, and other novel functionalities, are comprehensively reviewed. The specific applications of these functionalities in perovskite‐based optoelectronic devices are then discussed in detail to provide a better understanding of the photophysical properties of micro‐nano structure functionalized optoelectronics. Finally, promising strategies to promote the multifunctional commercial applications of micro‐nano structured perovskite optoelectronics are provided.