As highly toxic and carcinogenic substances, antimony and arsenic often coexist and cause compound pollution. Heavy metal pollution in water significantly threatens human health and the ecological environment. This article elaborates on the sources and hazards of compound antimony and arsenic contamination and systematically discusses the research progress of treatment technology to remove antimony and arsenic in water. Due to the advantages of simple operation, high removal efficiency, low economic cost, and renewable solid and sustainable utilization, adsorption technology for removing antimony and arsenic from sewage stand out among many treatment technologies. The adsorption performance of adsorbent materials is the key to removing antimony and arsenic in water. Therefore, this article focused on summarizing frontier adsorption materials’ characteristics, adsorption mechanism, and performance, including MOFs, COFs, graphene, and biomass materials. Then, the research and application progress of antimony and arsenic removal by frontier materials were described. The adsorption effects of various frontier adsorption materials were objectively analyzed and comparatively evaluated. Finally, the characteristics, advantages, and disadvantages of various frontier adsorption materials in removing antimony and arsenic from water were summarized to provide ideas for improving and innovating adsorption materials for water pollution treatment.