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Assembling nanoparticles into secondary structures not only allows the combination of properties of individual nanoparticles, but also takes advantage of the interactions between neighboring nanoparticles which result in new properties that cannot be found in the individual constituents. Moreover, the formation of secondary structures from primary nanoparticles is able to effectively address many challenges that are currently limiting the direct use of colloidal nanoparticles in practical applications.Two general processes for assembling hydrophobic nanoparticles to colloidal clusters were developed in my thesis work. The first method is direct self-assembly of hydrophobic nanoparticles on host nanostructures containing high density surface thiol groups. Hydrophobic nanoparticles of various compositions and combinations can be directly assembled onto the host surface through the strong coordination interactions between metal cations and thiol groups. The resulting structures can be further conveniently overcoated with a layer of normal silica to stabilize the assemblies and render them highly dispersible in water for biomedical applications. As the entire fabrication process does not involve complicated surface modification procedures, the hydrophobic ligands on the nanoparticles are not disturbed significantly so that they retain their original properties such as highly efficient luminescence. Multilayer structures can be achieved by repeating the mercapto-silica coating and nanoparticle immobilization processes. Another universal strategy for direct assembly of hydrophobic nanopaticles is based on emulsion method. Nanoparticles confined in an oil droplet are self-assembled into spherical clusters upon evaporation of the low-boiling-point organic solvent. Hollow clusters can be formed when nanoparticles and polymers are confined together in the oil droplet. For the practical application of these clusters, I further developed a post-treatment method called protected calcination to achieve well-dispersed mesoporous cluster with clean surface. Due to the crystalline nature of the primary nanoparticles, they do not grow significantly during calcination, allowing the preservation of high surface area and formation of packing pores in the clusters. The pore sizes can be conveniently controlled by changing the size and shape of building blocks during assembly. The as-synthesized mesoporous colloidal nanocrystal clusters are ready applied in bioseparation and photo catalysis due to their unique properties, including clean surface, high specific surface area, narrow pore size distribution, adjustable pore size and great water dispersity. As an example, mesoporous TiO2 clusters are applied in the enrichment of phosphopeptides in phosphoproteome analysis. The superior features of these mesoporous structures have been fully tested by effective enrichment of phosphopeptides from digests of standard phosphoproteins, complex protein mixtures, natural non-fat milk and human serum samples. Phosphorylated proteins also can be effectively adsorbed on these mesoporous clusters. Moreover, the different pore sizes, controlled by changing the size of building blocks, allow selective enrichment of phosphorylated proteins with various sizes based on size exclusion mechanism.It is expected that these self-assembly strategies and post-treatment methods provide the research community a highly versatile, configurable, and reproducible process to prepare various multifunctional structures, which may have wide technical applications from photonics, separation, detection, multimodal imaging, energy storage and transformation, and catalysis.