Although oxide nanoparticles are ubiquitous in science and technology, a multitude of compositions, phases, structures, and doping levels exist, each one requiring a variety of conditions for their synthesis and modification. Besides, experimental procedures are frequently dominated by high temperatures or pressures and by chemical contaminants or waste. In recent years, laser synthesis of colloids emerged as a versatile approach to access a library of clean oxide nanoparticles relying on only four main strategies running at room temperature and ambient pressure: laser ablation in liquid, laser fragmentation in liquid, laser melting in liquid and laser defect‐engineering in liquid. Here, established laser‐based methodologies are reviewed through the presentation of a panorama of oxide nanoparticles which include pure oxidic phases, as well as unconventional structures like defective or doped oxides, non‐equilibrium compounds, metal‐oxide core–shells and other anisotropic morphologies. So far, these materials showed several useful properties that are discussed with special emphasis on catalytic, biomedical and optical application. Yet, given the endless number of mixed compounds accessible by the laser‐assisted methodologies, there is still a lot of room to expand the library of nano‐crystals and to refine the control over products as well as to improve the understanding of the whole process of nanoparticle formation. To that end, this review aims to identify the perspectives and unique opportunities of laser‐based synthesis and processing of colloids for future studies of oxide nanomaterial‐oriented sciences.