Recently, anion storage materials have gained significant attention owing to the widened cell voltage and additional anion storing capacity for a large energy density. MXenes are considered as the emerging anion storing materials owing to their sufficient interlayer spacing, rich surface chemistries, tunable structures, remarkable electrochemical properties, and mechanical integrity. Herein, a comprehensive review on the anion storage of MXenes covering their anion storage mechanism and state‐of‐the‐art chemical strategies for the improved anion storage performances is reported. The recent progress of MXenes on aluminum ion batteries, metal halogen batteries, halogen ion batteries, and electrochemical electrode deionization is addressed. The scientific and technical challenges and the research direction into the anion storage of MXenes are also addressed and finally the authors’ perspective on anion storage of MXenes is provided. Therefore, this review offers an insight into the rational design of MXenes for anion storage materials and the correlation of surface chemistries and structural modifications with anion storage properties for the applications into electrochemical energy storage and water purification.