Self-assembly in micro- and nanofluidic devices has been the focus of much attention in recent years. This is not only due to their advantages of self-assembling with fine temporal and spatial control in addition to continuous processing that is not easily accessible in conventional batch procedures, but they have evolved to become indispensable tools to localize and assimilate micro- and nanocomponents into numerous applications, such as bioelectronics, drug delivery, photonics, novel microelectronic architectures, building blocks for tissue engineering and metamaterials, and nanomedicine. This review aims to focus on the most recent advancements and characteristic investigations on the self-assembly of micro- and nanoscopic objects in micro- and nanofluidic devices. Emphasis is placed on the salient aspects of this technology in terms of the types of micro- and nanomaterials being assembled, the principles and methodologies, as well as their novel applications.