Bulk inorganic materials play important roles in human society, and their construction is commonly achieved by the coalescence of inorganic nano- or micro-sized particles. Understanding the coalescence process promotes the elimination of particle interfaces, leading to continuous bulk phases with improved functions. In this review, we mainly focus on the coalescence of ceramic and metal materials for bulk construction. The basic knowledge of coalescent mechanism on inorganic materials is briefly introduced. Then, the properties of the inorganic precursors, which determine the coalescent behaviors of inorganic phases, are discussed from the views of particle interface, size, crystallinity, and orientation. The relationships between fundamental discoveries and industrial applications are emphasized. Based upon the understandings, the applications of inorganic bulk materials produced by the coalescence of their particle precursors are further presented. In conclusion, the challenges of particle coalescence for bulk material construction are presented, and the connection between recent fundamental findings and industrial applications is highlighted, aiming to provide an insightful outlook for the future development of functional inorganic materials.