Recently, aqueous Zn‐X (X=S, Se, Te, I2, Br2) batteries (ZXBs) have attracted extensive attention in large‐scale energy storage techniques due to their ultrahigh theoretical capacity and environmental friendliness. To date, despite tremendous research efforts, achieving high energy density in ZXBs remains challenging and requires a synergy of multiple factors including cathode materials, reaction mechanisms, electrodes and electrolytes. In this review, we comprehensively summarize the various reaction conversion mechanism of zinc‐sulfur (Zn‐S) batteries, zinc‐selenium (Zn‐Se) batteries, zinc‐tellurium (Zn‐Te) batteries, zinc‐iodine (Zn‐I2) batteries, and zinc‐bromine (Zn‐Br2) batteries, along with recent important progress in the design and electrolyte of advanced cathode (S, Se, Te, I2, Br2) materials. Additionally, we investigate the fundamental questions of ZXBs and highlight the correlation between electrolyte design and battery performance. This review will stimulate an in‐deep understanding of ZXBs and guide the design of conversion batteries.