Colloidal self-assembly is a promising bottom-up route to a wide variety of three-dimensional structures, from clusters to crystals. Programming hierarchical self-assembly of colloidal building blocks, which can give rise to structures ordered at multiple levels to rival biological complexity, poses a multiscale design problem. Here we explore a generic design principle that exploits a hierarchy of interaction strengths and employ this design principle in computer simulations to demonstrate the hierarchical self-assembly of triblock patchy colloidal particles into two distinct colloidal crystals. We obtain cubic diamond and body-centered cubic crystals via distinct clusters of uniform size and shape, namely, tetrahedra and octahedra, respectively. Such a conceptual design framework has the potential to reliably encode hierarchical self-assembly of colloidal particles into a high level of sophistication. Moreover, the design framework underpins a bottom-up route to cubic diamond colloidal crystals, which have remained elusive despite being much sought after for their attractive photonic applications.