Fluorescent probes have been widely studied and applied in environment and health analysis, where among them small molecular “covalent assembly” probes are a novel type of reaction probes with many advantages, including no background interference, remarkable colorimetric change, rapid response, high sensitivity, and strong fluorescent signal. During the past decade, significant contributions have been made globally to both the application and mechanism of covalent assembly probes. In this review, we summarize the recent development of covalent assembly probes, classifying them based on different analytes, such as anions, metal ions, small biological molecules, reactive oxidative spices (ROS), reactive nitrogen species (RNS), nerve agent mimics, and enzymes, and introduce their detection mechanism in detail. Furthermore, the perspective on the next generation of covalent-assembly probes toward biomolecules imaging is presented.