Organic-inorganic halide perovskites (HPs) have attracted respectable interests as active layers in solar cells, light-emitting diodes, photodetectors, etc. Besides the promising optoelectronic properties and solution-processed preparation, the soft lattice in HPs leads to flexible and versatile compositions and structures, providing an effective platform to regulate the bandgaps and optoelectronic properties. However, conventional solution-processed HPs are homogeneous in composition. Therefore, it often requires the cooperation of multiple devices in order to achieve multi-band detection or emission, which increases the complexity of the detection/emission system. In light of this, the construction of a multi-component compositional gradient in a single active layer has promising prospects. In this review, we summarize the gradient engineering methods for different forms of HPs. The advantages and limitations of these methods are compared. Moreover, the entropy-driven ion diffusion favors compositional homogeneity, thus the stability issue of the gradient is also discussed for long-term applications. Furthermore, applications based on these compositional gradient HPs will also be presented, where the gradient bandgap introduced therein can facilitate carrier extraction, and the multi-components on one device facilitate functional integration. It is expected that this review can provide guidance for the further development of gradient HPs and their applications.