Lithium batteries have become one of the best choices for energy storage due to their long lifespan, high operating voltage‐platform and energy density without any memory effect. However, the ever‐increased demands of high‐performance lithium batteries indeed place a stricter request to the electrodes and electrolytes materials, and electrode‐electrolyte interface. Various strategies are developed to enhance the overall performances of current lithium batteries, and among them, artificial modification of battery components is regarded as one of the most effective. However, systematic summery surrounding surface modifications is rare. In this review, the structural instability of the bare electrodes and the main defects of unmodified separator/solid electrolytes are briefly presented. Then diverse and advanced surface‐engineering strategies for both the cathode and anode materials, as well as the separator/solid electrolytes are carefully summarized. More importantly, the prospects of surface modification and challenges of current methods for constructing high‐performance lithium batteries are pointed out.