Metal nanoclusters (NCs), which consist of several, to about one hundred, metal atoms, have attracted much attention as functional nanomaterials for use in nanotechnology. Because of their fine particle size, metal NCs exhibit physical/chemical properties and functions different from those of the corresponding bulk metal. In recent years, many techniques to precisely synthesize metal NCs have been developed. However, to apply these metal NCs in devices and as next-generation materials, it is necessary to assemble metal NCs to a size that is easy to handle. Recently, multiple techniques have been developed to form one-, two-, and three-dimensional connected structures (CSs) of metal NCs through self-assembly. Further progress of these techniques will promote the development of nanomaterials that take advantage of the characteristics of metal NCs. This review summarizes previous research on the CSs of metal NCs. We hope that this review will allow readers to obtain a general understanding of the formation and functions of CSs and that the obtained knowledge will help to establish clear design guidelines for fabricating new CSs with desired functions in the future.