The microtubular scaffold of motile cilia—the axoneme, is decorated with dynein arms, which are large multiprotein complexes essential for ciliary motility. Dynein arms are arranged along the length of the axoneme in a precise repeating pattern, converting chemical energy from ATP hydrolysis into ciliary mechanical movement. How these complicated molecular machines are assembled coordinately and accurately, starting from mere polypeptide chains in the cytoplasm, remains a fascinating yet perplexing question. Rapidly emerging evidence, from multiple studies carried out with different model organisms and with various methodologies, has highlighted the existence of a dedicated assembly pathway. Here, we summarize recent progress made in clarifying the axonemal dynein arm assembly process, focusing on individual assembly steps, including cytoplasmic preassembly, intraflagellar transport, and axonemal docking.