Thin films and membranes with a hierarchically porous structure are an important class of functional materials; the interconnected pores of different scales have a crucial impact on their properties and functionalities such as adsorption capacity, ionic conductivity, and permeability. Therefore, hierarchically porous thin films and membranes have found a wide variety of applications in areas ranging from catalysis, separation, energy to optics, etc. This article reviews the strategies for the fabrication of hierarchically porous thin films and membranes from a range of materials including polymers, ceramics, carbons, zeolites, metals and metal–organic frameworks, particularly focusing on the template‐directed fabrication processes. In addition, the properties and potential applications of these thin films and membranes with a hierarchical porous architecture are highlighted.