Self-assembly of colloidal particles into ordered superstructures enables the development of novel advanced materials for diverse applications such as photonics, electronics, sensing, energy conversion, energy storage, diagnosis, drug or gene delivery, and catalysis. Recently, polyhedral metal-organic framework (MOF) particles have been proposed as promising colloidal particles to form ordered superstructures, based on their colloidal stability, size-tunability, rich polyhedral shapes, porosity and multifunctionality. In this review, we present a comprehensive overview of strategies for the self-assembly of colloidal MOF particles into ordered superstructures of different dimensionalities, highlighting some of their properties and applications, and sharing thoughts on the self-assembly of MOF particles.