Semiconductor devices with underfill control features, and associated systems and methods. A representative system includes a substrate having a substrate surface and a cavity in the substrate surface, and a semiconductor device having a device surface facing toward the substrate surface. The semiconductor device further includes at least one circuit element electrically coupled to a conductive structure. The conductive structure is electrically connected to the substrate, and the semiconductor device further has a non-conductive material positioned adjacent the conductive structure and aligned with the cavity of the substrate. An underfill material is positioned between the substrate and the semiconductor device. In other embodiments, in addition to or in lieu of the con-conductive material, a first conductive structure is connected within the cavity, and a second conductive structure connected outside the cavity. The first conductive structure extends away from the device surface a greater distance than does the second conductive structure.