Boron nitride (BN) nanostructures (= nanoBN) are structural analogues of carbon nanostructures but display different materials chemistry and physics, leading to a wide variety of structural, thermal, electronic, and optical applications. Proper synthesis routes and advanced structural design are among the great challenges for preparing nanoBN with such properties. This review provides an insight into the preparation and characterization of zero dimensional (0D) nanoBN including nanoparticles and nanopolyhedrons from borazine, an economically competitive and attractive (from a technical point of view) molecule, beginning with a concise introduction to hexagonal BN, followed by an overview on the past and current state of research on nanoparticles. Thus, a review of the spray-pyrolysis of borazine to form BN nanoparticles is firstly presented. The use of BN nanoparticles as precursors of BN nanopolyhedrons is then detailed. Applications and research perspectives for these 0D nanoBN are discussed in the conclusion.