Additive manufacturing at the micro‐ and nanoscale has seen a recent upsurge to suit an increasing demand for more elaborate structures. However, the integration of multiple distinct materials at small scales remains challenging. To this end, capillarity‐assisted particle assembly (CAPA) and two‐photon polymerization direct laser writing (2PP‐DLW) are combined to realize a new class of multimaterial microstructures. 2PP‐DLW and CAPA both are used to fabricate 3D templates to guide the CAPA of soft‐ and hard colloids, and to link well‐defined arrangements of functional microparticle arrays produced by CAPA, a process that is termed “printing on particles.” The printing process uses automated particle recognition algorithms to connect colloids into 1D, 2D, and 3D tailored structures, via rigid, soft, or responsive polymer links. Once printed and developed, the structures can be easily re‐dispersed in water. Particle clusters and lattices of varying symmetry and composition are reported, together with thermoresponsive microactuators, and magnetically driven “micromachines”, which can efficiently move, capture, and release DNA‐coated particles in solution. The flexibility of this method allows the combination of a wide range of functional materials into complex structures, which will boost the realization of new systems and devices for numerous fields, including microrobotics, micromanipulation, and metamaterials.