Integration of graphene sheets, 2D nanoscale building blocks, into 3D macroscopic assemblies and ultimately into a functional system is essential to explore the advanced properties of individual graphene sheets for macroscopic applications. This Concept paper summarizes different ways, such as flow-directed assembly, layer-by-layer deposition, template-directed method, and leavening strategy to assemble graphene sheets into the layered and porous 3D macroscopic structures. The obtained structures show unique properties, such as flexible network, high specific surface area, and outstanding electrical and mechanical properties. Furthermore, the functional systems based on such graphene 3D macroscopic structures have shown enhanced performance in the applications of energy storage, catalysis, environmental remediation, and sensing.