Solid‐state electrolytes (SSEs) have been regarded as the most attractive candidate for safe and high‐energy lithium (Li) batteries of the next generation. However, the inability of current SSEs to keep up with the performance requirements of batteries is significantly affected by complex factors, especially ionic conductivity, mechanochemical properties, and coupled ion/electron reaction at the electrified interfaces. Strategies in solid electrolyte chemistries and technologies are put forward to overcome these challenges while widening the breadth of possible applications. Among them, vertically heterostructured solid‐state electrolytes (HSE) are constructed as a most promising strategy, which can take advantage of individual SSE layers together and rationalize the stability and compatibility of electrodes. This review comprehensively summarizes the specific features of the HSE based on the current knowledge of SSE failure modes. Additionally, a detailed review of the recent progress on the HSE design in terms of organic polymer electrolytes and inorganic electrolytes is generated. Finally, the advantages and drawbacks of the design strategies are discussed. New perspectives about HSE are proposed as well.