Transient assembled structures play an indispensable role in a wide variety of processes fundamental to living organisms including cellular transport, cell motility, and proliferation. Typically, the formation of these transient structures is driven by the consumption of molecular fuels via dissipative reaction networks. In these networks, building blocks are converted from inactive precursor states to active (assembling) states by (a set of) irreversible chemical reactions. Since the activated state is intrinsically unstable and can be maintained only in the presence of sufficient fuel, fuel depletion results in the spontaneous disintegration of the formed superstructures. Consequently, the properties and behavior of these assembled structures are governed by the kinetics of fuel consumption rather than by their thermodynamic stability. This fuel dependency endows biological systems with unprecedented spatiotemporal adaptability and inherent self-healing capabilities. Fascinated by these unique material characteristics, coupling the assembly behavior to molecular fuel or light-driven reaction networks was recently implemented in synthetic (supra)molecular systems. In this invited feature article, we discuss recent studies demonstrating that dissipative assembly is not limited to the molecular world but can also be translated to building blocks of colloidal dimensions. We highlight crucial guiding principles for the successful design of dissipative colloidal systems and illustrate these with the current state of the art. Finally, we present our vision on the future of the field and how marrying nonequilibrium self-assembly with the functional properties associated with colloidal building blocks presents a promising route for the development of next-generation materials.