Structural color derived from the physical interactions of photons, with the specific chromatic mechanism differing from that of dyes and pigments, has brought considerable attention by the conducive virtue of being dye-free and fadeless. This has recently become a research hot-spot. Assemblies of colloidal nanoparticles enable the manufacture of periodic photonic nanostructures. In our review, the mechanism of nanoparticle assemblies into structurally colored structures by the electrospinning method was briefly introduced, followed by a comparatively comprehensive review summarizing the research related to photonic crystals with periodically aligned nanostructures constructed by the assembly of colloidal nanoparticles, and the concrete studies concerning the fabrication of well-aligned electrospun nanofibers incorporating with colloidal nanoparticles based on the investigation of relevant factors such as the sizes of colloidal nanoparticles, the weight ratio between colloidal nanoparticles, and the polymer matrix. Electrospinning is expected to be a deserving technique for the fabrication of structurally colored nanofibers while the colloidal nanoparticles can be well confined into aligned arrangement inside nanofibres during the electrospinning process after the achievement of resolving remaining challenges.