A light guiding assembly and a fabricating method, a backlight module, and a display device are provided. The light guiding assembly includes a waveguide layer, and a coupling grating structure including at least two gratings, wherein at least one of the at least two gratings is located inside the waveguide layer, and orthographic projections of the at least two gratings on a surface of the waveguide layer at least partially overlap, the coupling grating structure being configured such that incident light propagates in the waveguide layer.