Colloidal assembly, which finds numerous applications in functional optics, sensing materials, and other fields, is significantly affected by substrate wettability. In particular, the pinning or sliding of the three‐phase contact line (TCL) strongly influences the assembly process and the resultant functional structures. The present review focuses on this influence and provides a reference for effective colloidal assembly guidance to facilitate the related practical applications, covering the continuous and high‐quality colloidal crystals (CCs) fabricated using superhydrophilic substrates, coffee‐ring‐like assemblies produced using hydrophilic substrates, crack‐free and ultranarrow stopband CCs produced using low‐adhesive superhydrophobic substrates, dome‐like aggregates with excellent wide‐view properties obtained using hydrophobic substrates, and multi‐functional patterns assembled using substrates with hydrophilic‐hydrophobic patterns.