Due to unique planar structures and remarkable thermal, electronic, and mechanical properties, chemically modified graphenes (CMGs) such as graphene oxides, reduced graphene oxides, and the related derivatives are recognized as the attractive building blocks for “bottom‐up” nanotechnology, while self‐assembly of CMGs has emerged as one of the most promising approaches to construct advanced functional materials/systems based on graphene. By virtue of a variety of noncovalent forces like hydrogen bonding, van der Waals interaction, metal‐to‐ligand bonds, electrostatic attraction, hydrophobic–hydrophilic interactions, and π–π interactions, the CMGs bearing various functional groups are highly desirable for the assemblies with themselves and a variety of organic and/or inorganic species which can yield various hierarchical nanostructures and macroscopic composites endowed with unique structures, properties, and functions for widespread technological applications such as electronics, optoelectronics, electrocatalysis/photocatalysis, environment, and energy storage and conversion. In this review, significant recent advances concerning the self‐assembly of CMGs are summarized, and the broad applications of self‐assembled graphene‐based materials as well as some future opportunities and challenges in this vibrant area are elucidated.