Due to the heterometallic synergistic effects from different metals, heterometallic clusters are of great importance in small-molecule activation and catalysis. For example, both biological nitrogen fixation and photosynthetic splitting of water into oxygen are thought to involve multimetallic catalytic sites with d-block transition metals. Benefitting from the larger coordination numbers of f-block metals (rare-earth metals and actinide elements), heterometallic clusters containing f-block metal-metal bonds have long attracted the interest of both experimental and theoretical chemists. Therefore, a series of effective strategies or platforms have been developed in recent years for the construction of heterometallic clusters with f-block metal-metal bonds. More importantly, synergistic effects between f-block metals and transition metals have been observed in small-molecule activation and catalysis. This tutorial review highlights the recent advances in the construction of heterometallic molecular clusters with f-block metal-metal bonds and also their reactivities and applications. It is hoped that this tutorial review will persuade chemists to develop more efficient strategies to construct clusters with f-block metal-metal bonds and also further expand their applications with heterometallic synergistic effects.