Copper halides, a new class of attractive and potential scintillators, have attracted tremendous attention in X‐ray imaging. However, the ambiguity surrounding their exciton properties and the unclear effect of crystal structure on their photophysical performance hinder an in‐depth understanding of their luminescence mechanism and their further application in the X‐ray imaging field. Herein, copper halide scintillators Cs3Cu2X5 (X = I, Br, and Cl) with a 0D crystal structure is prepared, and their photophysical properties and luminescence mechanism are revealed using both theoretical calculation and experimental verification. The small exciton Bohr diameter together with the high exciton binding energy can cause Cs3Cu2X5 to hold strongly confined excitons and lack quantum‐size effects. The 0D Cs3Cu2X5 materials exhibit a structural framework with a soft crystal lattice and Frenkel excitons with strong confinement effects, further resulting in a luminescence mechanism with self‐trapped excitons. In particular, Cs3Cu2I5 is demonstrated as an efficient scintillator with high radioluminescence efficiency and high spatial resolution of ≈106 µm in radiography, which is primarily attributed to strongly confined excitons to improve the radiative recombination probability of electron‐hole pairs. Overall, this work provides a pathway for developing 0D scintillators with strongly confined excitons to improve X‐ray imaging performance.