The high demand for micro/nano hierarchical structures as components of functional substrates, bioinspired devices, energy‐related electronics, and chemical/physical transducers has inspired their in‐depth studies and active development of the related fabrication techniques. In particular, significant progress has been achieved in hierarchical structures physically engineered on surface, which offer the advantages of wide‐range material compatibility, design diversity, and mechanical stability, and numerous unique structures with important niche applications have been developed. This review categorizes the basic components of hierarchical structures physically engineered on surface according to function/shape and comprehensively summarizes the related advances, focusing on the fabrication strategies, ways of combining basic components, potential applications, and future research directions. Moreover, the physicochemical properties of hierarchical structures physically engineered on surface are compared based on the function of their basic components, which may help to avoid the bottlenecks of conventional single‐scale functional substrates. Thus, the present work is expected to provide a useful reference for scientists working on multicomponent functional substrates and inspire further research in this field.This article is protected by copyright. All rights reserved