Black coatings have emerged as a research focus due to their excellent light absorption performance over a wide wavelength range. They play a crucial role in precision optical devices and solar thermal applications. Among various preparation methods, spray coating has attracted great attention due to its simple preparation process, low cost, scalability, and applicability to complex structures. Herein, the recent progress in spray black coatings is comprehensively presented. Various spray coating methods employed in the preparation of black coatings, including air spraying, ultrasonic spraying, electrostatic spraying, spray pyrolysis, and thermal spraying are summarized and compared. Black spray coatings based on metal sulfide, metal oxide, cermet, polymer, and carbon are then reviewed. In addition to the intrinsic absorption properties of the black coatings, light‐trapping structures are key to achieving high‐efficiency light absorption. Typical structural design strategies for enhancing absorption are highlighted. Moreover, the trade‐off between absorptance and adhesion in the design of robust spray black coatings is indicated. The remaining challenges and outlook for the spray black coatings are discussed. This review is expected to provide valuable guidelines for the future development of spray black coatings.