Heterometallic 3d-4f complexes are of high interest in molecular magnetism: the lanthanide ions bring large and, in most cases, anisotropic magnetic moments. The combination of 3d and 4f metal ions, which differ through their chemistries and stereochemical preferences, leads to a rich variety of heterometal complexes, ranging from discrete entities to 3-D coordination polymers. This paper reviews recent achievements in this field: (i) oligonuclear complexes for studying the nature of the 3d-4f exchange interaction; (ii) construction of single-molecule magnets; (iii) magnetic properties of 3d-4f coordination polymers.