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Summary: Nature does nothing in vain. Through millions of years of revolution, living organisms have evolved hierarchical and anisotropic structures to maximize their survival in complex and dynamic environments. Many of these structures are intrinsically heterogeneous and often with functional gradient distributions. Understanding the convergent and divergent gradient designs in the natural material systems may lead to a new paradigm shift in the development of next-generation high-performance bio-/nano-materials and devices that are critically needed in energy, environmental remediation, and biomedical fields. Herein, we review the basic design principles and highlight some of the prominent examples of gradient biological materials/structures discovered over the past few decades. Interestingly, despite the anisotropic features in one direction (i.e., in terms of gradient compositions and properties), these natural structures retain certain levels of symmetry, including point symmetry, axial symmetry, mirror symmetry, and 3D symmetry. We further demonstrate the state-of-the-art fabrication techniques and procedures in making the biomimetic counterparts. Some prototypes showcase optimized properties surpassing those seen in the biological model systems. Finally, we summarize the latest applications of these synthetic functional gradient materials and structures in robotics, biomedical, energy, and environmental fields, along with their future perspectives. This review may stimulate scientists, engineers, and inventors to explore this emerging and disruptive research methodology and endeavors.