In the near future, primary energy from fossil fuels should be gradually replaced with renewable and clean energy sources. To succeed in this goal, hydrogen has proven to be a very suitable energy carrier, because it can be easily produced by water electrolysis using renewable energy sources. After storage, it can be fed to a fuel cell, again producing electricity. There are many ways to improve the efficiency of this process, some of them based on the combination of the electrolytic process with other non-electrochemical processes. One of the most promising is the thermochemical hybrid sulphur cycle (also known as Westinghouse cycle). This cycle combines a thermochemical step (H2SO4 decomposition) with an electrochemical one, where the hydrogen is produced from the oxidation of SO2 and H2O (SO2 depolarization electrolysis, carried out at a considerably lower cell voltage compared to conventional electrolysis). This review summarizes the different catalysts that have been tested for the oxidation of SO2 in the anode of the electrolysis cell. Their advantages and disadvantages, the effect of platinum (Pt) loading, and new tendencies in their use are presented. This is expected to shed light on future development of new catalysts for this interesting process.