Lithium–sulfur (Li–S) batteries have attracted intensive attention due to their high energy density and low cost. However, Li–S batteries are still confronted with the challenges of low sulfur utilization, short cycle life, and unsatisfactory Coulombic efficiency. Free‐standing nanostructured architectures often have tunable features, such as strong mechanical properties, high electrical conductivity, and abundant porous structures, endowing them with the ability to serve as sulfur hosts, functional interlayers on separators, as well as lithium matrices. Herein, the electrochemical principles of Li–S batteries and the motivation for designing free‐standing architectures for sulfur cathodes, functional separators, and lithium anode protection are described. Furthermore, the recent progress on free‐standing sulfur cathodes based on carbon nanotubes, graphene, and MXenes is summarized in detail. In addition, the design of free‐standing nanostructured architectures in functional separators and lithium anode protection is also presented. Finally, future developments and prospects in the design of free‐standing architectures for Li–S batteries are discussed.