Owing to the existing issues of poor thermal stability and narrow temperature interval in applications of organic liquid crystal materials, developing novel inorganic liquid crystal is an alternative strategy due to the virtues of electron-rich characteristics and high thermal stability of the well-developed inorganic nanomaterials. Starting from the summarization of the phase transition rules and the regulation mechanisms of liquid crystalline self-assembly, including Onsager theory, DLVO theory, and entropy effects on depletion attraction and steric repulsion, this review demonstrates recent progress in entropy-driven liquid crystalline self-assembly of the inorganic nanomaterials. Taking the ideal building block of gold nanorods as an example, the regulations of the advanced self-assembly methods and the interactions between the nanorods on the diverse assembly structures are discussed, and their potential applications in optoelectronic devices are illustrated. Finally, future developments are prospected aiming at the problems in preparing inorganic liquid crystal materials using the self-assembly technology.