With the rapid development of novel energy conversion and storage technologies, there is a growing demand for enhanced performance in a wide range of electrocatalysts. Perovskite oxides (ABO3) have caused widespread concerns due to their excellent electrocatalytic properties, low cost, stable and reliable performance. In recent years, the research on anion O‐site doping of perovskite oxides has been a cynosure, which is considered as a promising route for enhancing performance. However, a systematic review summarizing the research progress of anion‐doped perovskite oxides is still lacking. Therefore, this review mainly introduces the elements and strategies of various common anions doped at O‐site of perovskite oxides, analyzes their influence on the physical and chemical properties of perovskites, and separately concludes their applications in electrocatalysis. This review will provide ideas and prospects for the development of subsequent anion doping strategies for high performance perovskite oxides.