Due to its unique optoelectronic properties, the quantum dot (QD) has become a promising material for realizing photonic components and devices with high quantum efficiencies. Quantum dots in colloidal form can have their surfaces modified with various molecules, which enables new fabrication process utilizing molecular self-assembly and can result in new QD photonic device structures in nano-scale. In this review paper, we describe QD waveguides for sub-diffraction-limit waveguiding, nano-scale QD photodetectors for sensing with high spatial resolution and sensitivity, as well as integration of these two nanophotonic components. The paper will provide an overview on the operating principles, fabrications and characterizations of the devices. The QD waveguide achieved a transmission loss of 3 dB/4 micron, which is lower than the experimental results from other sub-diffraction limit waveguides that have been reported. It also demonstrated a comparable waveguiding effect through a waveguide with a sharp bend. The QD photodetector showed a sensitivity of 60 pW over a device with a nano-gap of 25 nm for detection. The compatibility between the fabrication processes for these two components with colloidal QDs allows integration of them through self-assembly fabrications.