Due to their unique size- and shape-dependent physical and chemical properties, highly hierarchically-ordered nanostructures have attracted great attention with a view to application in emerging technologies, such as novel energy generation, harvesting, and storage devices. The question of how to get controllable ensembles of nanostructures, however, still remains a challenge. This concept paper first summarizes and clarifies the concept of the two-step self-assembly approach for the synthesis of hierarchically-ordered nanostructures with complex morphology. Based on the preparation processes, two-step self-assembly can be classified into two typical types, namely, two-step self-assembly with two discontinuous processes and two-step self-assembly completed in one-pot solutions with two continuous processes. Compared to the conventional one-step self-assembly, the two-step self-assembly approach allows the combination of multiple synthetic techniques and the realization of complex nanostructures with hierarchically-ordered multiscale structures. Moreover, this approach also allows the self-assembly of heterostructures or hybrid nanomaterials in a cost-effective way. It is expected that widespread application of two-step self-assembly will give us a new way to fabricate multifunctional nanostructures with deliberately designed architectures. The concept of two-step self-assembly can also be extended to syntheses including more than two chemical/physical reaction steps (multiple-step self-assembly).