Anode‐free solid‐state alkali metal batteries (AFSSAMBs) have emerged as promising high‐performance battery systems, attracting significant scientific interest due to their exceptional safety, high theoretical energy density, and cost‐effectiveness. Recently, extensive research efforts have focused on addressing the key issues impeding their practical deployment, primarily centered around severe dendrite growth, unstable electrolyte‐electrode interface, and low Coulombic efficiency. Despite this progress, a comprehensive framework for the fundamental understanding of AFSSAMBs is still lacking. This paper presents a comprehensive concept, outlining detailed construction, mechanisms, challenges, and strategies of AFSSAMBs. First, the basic configuration and internal mechanisms of AFSSAMBs are summarized. Subsequently, we discuss the existing challenges hindering the cycling lifespan of AFSSAMBs, offering several promising approaches to overcome these obstacles. In the end, insightful perspectives and viewpoints are briefly proposed on the further developments of AFSSAMBs.