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This study presents a comprehensive survey of microgel‐coated materials and their functional behavior, describing the complex interplay between the physicochemical and mechanical properties of the microgels and the chemical and morphological features of substrates. The cited literature is articulated in four main sections: i) properties of 2D and 3D substrates, ii) synthesis, modification, and characterization of the microgels, iii) deposition techniques and surface patterning, and iv) application of microgel‐coated surfaces focusing on separations, sensing, and biomedical applications. Each section discusses – by way of principles and examples – how the various design parameters work in concert to deliver functionality to the composite systems. The case studies presented herein are viewed through a multi‐scale lens. At the molecular level, the surface chemistry and the monomer make‐up of the microgels endow responsiveness to environmental and artificial physical and chemical cues. At the micro‐scale, the response effects shifts in size, mechanical, and optical properties, and affinity towards species in the surrounding liquid medium, ranging from small molecules to cells. These phenomena culminate at the macro‐scale in measurable, reversible, and reproducible effects, aiming in a myriad of directions, from lab‐scale to industrial applications.