The air electrode of a Zn-air battery facilitates the O2 reduction and evolution reactions during battery discharge and charge, respectively. These reactions are kinetically sluggish and appropriate catalysts are essential at the air electrode to increase battery efficiency. Precious metals are traditionally used, but increasingly attention has shifted towards non-precious metal catalysts to decrease the cost and increase the practicality of Zn-air batteries. However, loading of the catalyst onto the air electrode is equally as important as catalyst selection. Several methods can be used to deposit catalysts, each with their own advantages and disadvantages. Example methods include spray-coating, electrodeposition, and impregnation. These can be categorized as indirect, direct, and hybrid catalyst loading techniques, respectively. Direct and hybrid loading methods generally provide better depth of loading than indirect methods, which is an important consideration for the porous, air-breathing electrode of a Zn-air battery. Furthermore, direct methods are free from ancillary materials such as a binder, required by indirect and hybrid methods, which translates into better cycling stability. This review examines the various techniques for fabricating catalyst-enhanced air electrodes with an emphasis on their contributions to battery performance and durability. More durable Zn-air battery air electrodes directly translate to longer operational lifetimes for practical Zn-air batteries, which is an important consideration for the future implementation of electrochemical energy storage in energy systems and technologies. Generally, direct catalyst loading techniques, which integrate catalyst material directly onto the air electrode structure, provide superior cycling performance to indirect catalyst loading techniques, which distribute an ex-situ synthesized material onto the top layer of the air electrode. Hybrid catalyst loading techniques, which grow catalyst material directly onto nanostructured supports and then integrate them throughout the air electrode architecture, offer a compromise between direct and indirect methods.