Small‐angle X‐ray scattering (SAXS) is widely used for investigations of structures and interactions between biomacromolecules in solution. We review recent studies using SAXS for supramolecular assemblies, complex fluids, and similarly analogous systems in biology. A brief introduction is followed by a description of the available X‐ray generating instrumentation. Examples are given for the applications of microfocused X‐ray beams, and the limitations induced by radiation damage on soft matter are described. Several experimental cases are discussed: (1) properties obtained from SAXS on dilute solutions and the available software for data analysis, (2) time‐resolved SAXS on crowded systems, (3) microfluidic approaches for kinetic studies of self‐assembly processes and (4) imaging with X‐rays revealing the sample nanostructure.