Molecules featuring fluorine‐containing functional groups exhibit outstanding properties with high density, low sensitivity, excellent thermal stability, and good energetic performance due to the strong electron‐withdrawing ability and high density of fluorine. Hence, they play a pivotal role in the field of energetic materials. In light of current theoretical and experimental reports, this review systematically focuses on three types of energetic materials possessing fluorine‐containing functional groups F‐ and NF2‐ substituted trinitromethyl groups (C(NO2)2F, C(NO2)2NF2), trifluoromethyl group (CF3), and difluoroamino and pentafluorosulfone groups (NF2, SF5) and investigates the synthetic methods, physicochemical parameters, and energetic properties of each. The incorporation of fluorine‐containing functional moieties is critical for the development of novel high energy density materials, and is rapidly being adopted in the design of energetic materials.