Colloidal quantum dot (QD), a solution-processable nanoscale optoelectronic building block with well-controlled light absorption and emission properties, has emerged as a promising material system capable of interacting with various photonic structures. Integrated QD/photonic structures have been successfully realized in many optical and optoelectronic devices, enabling enhanced performance and/or new functionalities. In this review, the recent advances in this research area are summarized. In particular, the use of four typical photonic structures, namely, diffraction gratings, resonance cavities, plasmonic structures, and photonic crystals, in modulating the light absorption (e.g., for solar cells and photodetectors) or light emission (e.g., for color converters, lasers, and light emitting diodes) properties of QD-based devices is discussed. A brief overview of QD-based passive devices for on-chip photonic circuit integration is also presented to provide a holistic view on future opportunities for QD/photonic structure-integrated optoelectronic systems.