Self‐assembly of lead halide perovskite nanocrystals (NCs) into close‐packed, long‐range‐ordered nanostructures can effectively modulate their photoelectronic properties, yet significantly challenging. Herein, an efficient approach is reported to induce the hierarchical self‐assembly of perovskite CsPbBr3 NCs by phase transition using chiral cysteine ligands, yielding asymmetric Cs4PbBr6 nanorods (NRs) with the circularly polarized luminescent response. An interfacial phase transition process is found during the conversion of CsPbBr3 nanocubes to Cs4PbBr6 NCs initiated by cysteine molecules. Then the Cs4PbBr6 NCs aggregate sequentially to form nanoclusters, which further self‐assemble into the chiral Cs4PbBr6 NRs. Molecular dynamics simulations reveal that the Cs4PbBr6 nanochains gradually approach each other to achieve an asymmetric structure, and the simulated circular dichroism spectrum further supports the formation of a chiral structure. This work offers a facile method for the hierarchical chiral self‐assembly of lead halide perovskite nanostructures, which brings new insights to explore chiral nanostructures by modulating the surface chemistry and post self‐assembly.