Inorganic halide perovskite quantum dots (IHPQDs) have recently emerged as a new class of optoelectronic nanomaterials that can outperform the existing hybrid organometallic halide perovskite (OHP), II–VI and III–V groups semiconductor nanocrystals, mainly due to their relatively high stability, excellent photophysical properties, and promising applications in wide‐ranging and diverse fields. In particular, IHPQDs have attracted much recent attention in the field of photoelectrochemistry, with the potential to harness their superb optical and charge transport properties as well as spectacular characteristics of quantum confinement effect for opening up new opportunities in next‐generation photoelectrochemical (PEC) systems. Over the past few years, numerous efforts have been made to design and prepare IHPQD‐based materials for a wide range of applications in photoelectrochemistry, ranging from photocatalytic degradation, photocatalytic CO2 reduction and PEC sensing, to photovoltaic devices. In this review, the recent advances in the development of IHPQD‐based materials are summarized from the standpoint of photoelectrochemistry. The prospects and further developments of IHPQDs in this exciting field are also discussed.