The large‐scale commercial application of organic–inorganic hybrid perovskite solar cells (PSCs) based on organic hole transport material (HTM) is still hindered by poor long‐term operational stability, although a certified record power conversion efficiency (PCE) as high as 25.2% can be achieved. In the recent several years, all‐inorganic PSCs have received tremendous attention due to their superb thermal and moisture stability and considerable progresses have been witnessed. Herein, the recent advancements of all‐inorganic PSCs are reviewed comprehensively. First, the recent progresses of the strategies for stabilizing the black phase of inorganic perovskites through either increasing tolerance factor or enhancing the energy barrier of phase transition from black to yellow phase are summarized and discussed. Second, the deposition and growth techniques of inorganic perovskite films are discussed. Third, the effective inorganic HTMs in normal all‐inorganic PSCs are described. Fourth, HTM‐free normal all‐inorganic PSCs are discussed. Afterward, the effective inorganic electron transport materials in inverted all‐inorganic PSCs are discussed. Subsequently, the advancements of interface engineering for increasing the PCE and stability of all‐inorganic PSCs are reviewed. Finally, a brief summary and outlook are presented to push up the PCE of all‐inorganic PSCs to over 20% in the near future.