Organo halides and their derivatives have received much attention in both the design and development of new synthetic reagents, drugs, and functional materials. In this review, we provide a comprehensive summary of recent advances and strategies in the halo‐functionalization of diazo compounds, including halogenation, dihalogenation, dihaloolefination, trifluoromethylation, trifluoromethylthiolation, and trifluoromethoxylation, using diverse halogenating agents. Special emphasis is placed on the challenges and achievements of these halogenation strategies. For selected examples, mechanisms leading to unusual reactivities and selectivities are discussed in detail to show the impressive and unique properties of these halogenation reactions. Furthermore, we hope to encourage the scientific community to explore the benefits of using diazo compounds as a straightforward and step‐economic alternative approach to the construction of carbon‐halogen bonds.