Abstract Multiple orthogonal coordinative interactions were utilized to construct heterometal‐decorated tetrahedral cages from in situ formed trinuclear Zr IV clusters through the combination with other metal ions such as Cu II or Pd II . Through effective use of the hard/soft acid/base principle, the orthogonal self‐assembly process of Zr‐bpydc‐CuCl 2 (H 2 bpydc=2,2‐bipyridine‐5,5‐dicarboxylic acid) can be finely controlled using three strategies: post‐synthetic metallization, a stepwise metalloligand approach, or a one‐pot reaction.