Anode‐free alkali metal batteries (AFAMBs) are regarded as the most promising candidates for next‐generation high‐energy systems owing to their high safety, high energy density, and low cost. However, the restricted alkali supply at the cathode, severe dendrite growth, and unstable electrode‐electrolyte interface result in low Coulombic efficiency and severely short cycle life. The optimization strategies are mainly based on laboratory‐level coin cells, but their effectiveness in practical‐level batteries is rarely discussed. This review presents a comprehensive overview of the recent developments and challenges of AFAMBs from the laboratory toward their practicability. First, the advances, major challenges, and optimization strategies are systematically summarized. More significantly, given the vast differences in battery structures and operating conditions, the gap between laboratory‐level and practical‐level batteries is particularly emphasized in this review. In addition, the failure mechanisms of practical‐level AFAMBs have been outlined and the key parameters affecting their performance are identified. Finally, insightful perspectives on practical AFAMBs are presented, aiming to provide helpful guidance for subsequent basic research to promote large‐scale commercial applications of AFAMBs.