Metal halide perovskite nanostructures have emerged as low-dimensional semiconductors of great significance in many fields such as photovoltaics, photonics, and optoelectronics. Extensive efforts on the controlled synthesis of perovskite nanostructures have been made towards potential device applications. The engineering of their band structures holds great promise in the rational tuning of the electronic and optical properties of perovskite nanostructures, which is one of the keys to achieving efficient and multifunctional optoelectronic devices. In this article, we summarize recent advances in band structure engineering of perovskite nanostructures. A survey of bandgap engineering of nanostructured perovskites is firstly presented from the aspects of dimensionality tailoring, compositional substitution, phase segregation and transition, as well as strain and pressure stimuli. The strategies of electronic doping are then reviewed, including defect-induced self-doping, inorganic or organic molecules-based chemical doping, and modification by metal ions or nanostructures. Based on the bandgap engineering and electronic doping, discussions on engineering energy band alignments in perovskite nanostructures are provided for building high-performance perovskite p-n junctions and heterostructures. At last, we provide our perspectives in engineering band structures of perovskite nanostructures towards future low-energy optoelectronics technologies.