It has been proven that the use of colloidal templates is a facile, flexible strategy to create the periodic micro/nanostructured arrays in comparison with photolithography, electron beam lithography etc. Utilizing colloidal monolayers as templates or masks, different periodic micro/nanostructured arrays including nanoparticle arrays, pore arrays, nanoring arrays and nanorod/nanotube arrays can be fabricated by chemical and physical processes. Chemical routes, including direct solution/sol dipping strategy, wet chemical etching, electrodeposition, electrophoretic deposition etc. have advantages of simple operation and low costs. However, they have some disadvantages of impurities on surface of arrays due to incomplete decomposition of precursors, residue of surfactants in self-assembling or electrochemical deposition. More importantly, it is quite difficult to achieve very uniform morphology of micro/nanostructure arrays on a large-area by the above routes. Whereas another method, a physical route (for instance: reactive ion etching, pulsed laser deposition, thermal evaporation deposition, atomic layer deposition, sputtering deposition), combining with colloidal monolayer template can well resolve these problems. In this review, we focus on introducing the recent progress in creating micro/nanostructured arrays based on colloidal templates with physical routes. The parameters of the microstructure or nanostructure can be tuned by colloidal templates with different periodicity and experimental conditions of the physical processes. The applications of micro/nanostructured arrays with controllable morphology and arrangement parameters in self-cleaning surfaces, enhanced catalytic properties, field emitters etc. are also presented in the following sections.