The assembly of colloidal particles into 2D or 3D superstructures is significant as the colloidal assembly exhibits collective behavior beyond the sum of single particles. Technically, colloidal particles can either self‐assemble when thermodynamic equilibrium is reached, or directed into specific assembly under external stimulus, such as electric, magnetic, acoustic, or light field. Specifically, light can be focused locally and manipulated in a precise manner, providing the possibility to tailor the assembly kinetics in different degrees of freedom. The understanding of light–matter interaction during the assembly process is challenging but critical for the design and fabrication of diverse colloidal superstructures. In this review, these particles are treated as artificial atoms at colloidal scale to mimic the organization of matter. From this aspect, the light‐directed assembly process is discussed on the basis of the roles of light, including light‐directed nucleation, diffusion, interparticle bonding, and phase control. Beyond what has been observed at atomic scale, colloidal atoms exhibit diversity in size, shape, and composition, and their bonding force is irrelevant to the electronic state, which enriches the geometric complexity of colloidal matter. Finally, the authors summarize the emerging applications of these colloidal superstructures in nanophotonics, nanocatalysis, and nanomedicine, and outline the major challenge and future development.