Asthma has become one of the most serious chronic respiratory diseases threatening people's lives worldwide. The pathogenesis of asthma is complex and driven by numerous cells and their interactions, which contribute to its genetic and phenotypic heterogeneity. The clinical characteristic is insufficient for the precision of patient classification and therapies; thus, a combination of the functional or pathophysiological mechanism and clinical phenotype proposes a new concept called “asthma endophenotype” representing various patient subtypes defined by distinct pathophysiological mechanisms. High-throughput omics approaches including genomics, epigenomics, transcriptomics, proteomics, metabolomics and microbiome enable us to investigate the pathogenetic heterogeneity of diverse endophenotypes and the underlying mechanisms from different angles. In this review, we provide a comprehensive overview of the roles of diverse cell types in the pathophysiology and heterogeneity of asthma and present a current perspective on their contribution into the bidirectional interaction between airway inflammation and airway remodeling. We next discussed how integrated analysis of multi-omics data via machine learning can systematically characterize the molecular and biological profiles of genetic heterogeneity of asthma phenotype. The current application of multi-omics approaches on patient stratification and therapies will be described. Integrating multi-omics and clinical data will provide more insights into the key pathogenic mechanism in asthma heterogeneity and reshape the strategies for asthma management and treatment.