Multiporous metal‐organic frameworks (MOFs) have emerged as a subclass of highly crystalline inorganic‐organic materials, which are endowed with high surface areas, tunable pores, and fascinating nanostructures. Heterostructured MOF‐on‐MOF composites are recently becoming a research hotspot in the field of chemistry and materials science, which focus on the assembly of two or more different homogeneous or heterogeneous MOFs with various structures and morphologies. Compared with one single MOF, the dual MOF‐on‐MOF composites exhibit unprecedented tunability, hierarchical nanostructure, synergistic effect, and enhanced performance. Due to the difference of inorganic metals and organic ligands, the lattice parameters in a, b, and c directions in the single crystal cells could bring about subtle or large structural difference. It will result in the composite material with distinct growth methods to obtain secondary MOF grown from the initial MOF. In this review, the authors wish to mainly outline the latest synthetic strategies of heterostructured MOF‐on‐MOFs and their derivatives, including ordered epitaxial growth, random epitaxial growth, etc., which show the tutorial guidelines for the further development of various MOF‐on‐MOFs.