Over the past few decades, material scientists have developed a wide variety of approaches to deliberately introduce chemical and structural inhomogeneities into nanoparticles, achieving for example intentional doping, concentration gradients, and multicomponent structures. This perspective presents a sense of how modern hard X-ray spectroscopic methods, far from merely providing new tools, are extending the way we study and understand such complex nanoparticles. Particularly, the possibility to select with high resolution the incident and emission hard X-ray energies offers unprecedented site selectivity, and rapid data acquisition helps to uncover the complex chemical world behind the state-of-the-art synthetic methods like hot-injection, Brust-Schiffrin, super-critical-flow, and nonaqueous synthesis. Therefore, today the in situ spectroscopic studies provide a new view into the genesis of heterogeneity in colloidal nanoparticles.