Perovskite solar cells (PSCs) are the one of most promising photovoltaic technologies that can be achieved by a simple solution process. At the current stage, the key issues concern further improvements in efficiency and operational lifetime. Constructing a self-assembled perovskite structure with manipulated chemical and physical properties is a useful and effective strategy to solve these problems. Herein, we review the basic principles of and recent progress in the spontaneous formation behavior of heterostructured perovskite thin films. This concept provides insightful clues for the design and fabrication of stable and efficient PSCs for next-generation photovoltaics.