The development of high energy/power density and long lifespan device is always the frontier direction and attracts great research attention in the energy storage fields. Zinc‐ion capacitors (ZICs), as an integration of zinc‐ion batteries and supercapacitors, have been widely regarded as one of the viable future options for energy storage, owing to their variable system assembly method and potential performance improvement. However, the research of ZICs still locate at initial stage until now, and how to construct the suitable systems for different condition is still challenging. Herein, the recent advance in the rational design of ZICs is reviewed in order to construct related theory including compatible principle and design paradigm. It starts with a systematically summary of the fundamental theory as well as the motivation. Then, the electrode materials are classified into capacitor‐type and battery‐type based on the storage mechanism, and the design strategies and progress of these two‐type candidates are comprehensively discussed, aiming to reveal the inherent relationship between the performance of devices and the component as well as architecture of electrode materials. Beyond that, the future perspectives in this emerging field are also given, expecting to guide the construction of high‐performance ZICs for practical applications and boost its development.