In analogy to atoms which are connected by bonds to form molecules and complexes, quantum dots (QDs) can be combined together to form larger ensembles for evoking a collective function. To this end, the development of a controlled self-assembly method for the construction of well-defined structures of the ensembles is significant for the exploitation of their collective properties, and hence their practical applications. In this article, we highlight the recent advances in the fabrication of QD-based photonic materials, from the small to the large, via gas–liquid, liquid–liquid and liquid–solid interfacial self-assembly methods. This reliable strategy leads to hierarchical assemblies from homogenous superstructures to micrometre nanocomposites, showing attractive prospects in diverse areas.