Heterogeneous structured nanomaterials can be considered as a class of advanced materials that integrate multiple phases, different elements, or components into a single nanoscale structure. For such materials, the different phases, components and their interactions are highly variable and tunable, which open a new avenue for the creation of new materials with unique properties unattainable by the corresponding single‐phase materials. In this review, heterogeneous structured nanomaterials constructed by different carbon allotropes are focused. Due to the unique bonding ability of carbon element, the diverse heterogeneous structures constructed by carbon structures with different dimensions possess distinctive structures and exhibit fascinating properties, providing unprecedented opportunities for various application fields, including electronic/optoelectronic devices, superhard materials, etc. This review provides a systematic elaboration for carbon‐based heterogeneous structured nanomaterials, highlighting their dimension‐dependent structural diversity, unique properties, and application prospects.