Self‐assembly fundamentally implies the organization of small sub‐units into large structures or patterns without the intervention of specific local interactions. This process is commonly observed in nature, occurring at various scales ranging from atomic/molecular assembly to the formation of complex biological structures. Colloidal particles may serve as micrometer‐scale surrogates for studying assembly, particularly for the poorly understood kinetic and dynamic processes at the atomic scale. Recent advances in colloidal self‐assembly have enabled the programmable creation of novel materials with tailored properties. We here provide an overview and comparison of both passive and active colloidal self‐assembly, with a discussion on the energy landscape and interactions governing both types. In the realm of passive colloidal assembly, many impressive and important structures have been realized, including colloidal molecules, one‐dimensional chains, two‐dimensional lattices, and three‐dimensional crystals. In contrast, active colloidal self‐assembly, driven by optical, electric, chemical, or other fields, involves more intricate dynamic processes, offering more flexibility and potential new applications. A comparative analysis underscores the critical distinctions between passive and active colloidal assemblies, highlighting the unique collective behaviors emerging in active systems. These behaviors encompass collective motion, motility‐induced phase segregation, and exotic properties arising from out‐of‐equilibrium thermodynamics. Through this comparison, we aim to identify the future opportunities in active assembly research, which may suggest new application domains.