Nonaqueous Li−air batteries with ultrahigh theoretical energy density have attracted much attention in the development of clean energy technology. However, a series of safety challenges including the flammable, volatile organic liquid electrolyte, together with the electrolyte decomposition have greatly hindered their practical development. Solid‐state electrolytes with superior mechanical strength, good chemical stability under open‐air system, wide electrochemical window, nonflammable properties provide a feasible strategy to overcome the safety issues and achieve a stable, applicable Li−air battery system. In this article, a comprehensive review of solid‐state Li−air batteries is provided. Based on the overall understanding of the necessity of developing a solid‐state Li−air battery and ion migration mechanism in solid electrolytes, the construction strategies of solid‐state Li−air battery including cathode fabrication, Li anode optimization, electrolyte design, and the interface regulation between electrodes and electrolyte are presented. The prospects of solid‐state Li−air batteries are also proposed at the end. It is expected that this review would provide a systematic understanding and theoretical guidance in designing and developing safe, stable, applicable solid‐state Li−air batteries.