Carbon dots (CDs), a carbon-based 0-dimensional fluorescent material with a simple preparation method, wide range of raw materials, and excellent physical and chemical properties, have attracted the attention of many researchers in recent years because of their stable and adjustable photoluminescence properties, good biocompatibility, and abundant surface defects. Composites of CDs and inorganic nanomaterials with excellent physical properties can expand the application scope of CDs, make up for the limitation of single-component CDs in applications, and improve the application performance of inorganic nanomaterials and enhance the versatility of inorganic nanomaterials. Such composite materials have been widely used in sensing, catalysis, biology, and optoelectronics. This review summarizes the preparation methods and formation mechanism of carbon dot/inorganic nanohybrid materials, introduces the properties and junctions of CDs/inorganic nanohybrid materials, and outlines the applications of nanohybrid materials in the fields of sensing, therapeutic systems, catalysis, photoelectric devices and so on. Finally, the development prospects and challenges in preparing and applying CDs/inorganic nanomaterials are discussed.