The synthesis of polynuclear coordination compounds, particularly heterometallic coordination compounds, remains a challenge for modern chemistry. Spontaneous self‐assembly (SSA) is a primary approach that proceeds by broad screening, typically with simple, flexible ligands and available metal salts. The “direct synthesis” is a class of SSA, but prescribes the use of zero‐valent metal(s) as a starting material, typically oxidized by air oxygen, which results in a deficiency of anions in the reaction mixture and forces deprotonation of the protic ligand(s) with the formation of unexpected products. The “direct synthesis” approach has been successfully applied to the preparation of heterometallic complexes, which has allowed the isolation of numerous complexes, many with uncommon structures. In this review we summarize our experience in the field of the “direct synthesis” of polynuclear heterometallic complexes, covering preparative and structural aspects as well as applications of the compounds obtained.