Metal halide perovskites (MHP) are an emerging class of semiconducting materials with superior optoelectronic properties, which have achieved notable success in photoelectric device applications. As a classical technique in the semiconductor industry, epitaxy has indeed advanced the perovskite technology in the recent years by enabling the material combinations with a coherent interfacial lattice as well as combined complementary functionalities, which are not available in the single-phase constituents. In this review, we start with the basic principles and chemical techniques for the epitaxial growth of MHP-based materials. We summarize the epitaxial structures of perovskite solids, which are categorized by the combined materials and compare their performance in photoelectric devices including solar cells, photodetectors, and light-emitting diodes (LEDs). The impact of lattice strain and band structure at the substrate/perovskite interface, which can affect the energy conversion process, are then discussed after the epitaxial cases. We finally outline the future directions for perovskite epitaxy, targeting the in situ monitoring of the surface atomic kinetics during the growth, precise interfacial structure characterization, and the upscaling fabrications, which might further benefit the performance and application of perovskite-based devices.