Aqueous rechargeable Zn—gas batteries are regarded as promising energy storage and conversion devices due to their high safety and inherent environmental friendliness. However, the energy efficiency and power density of Zn—gas batteries are restricted by the kinetically sluggish cathode reactions, such as oxygen evolution reaction (OER) during charging and oxygen reduction reaction (ORR)/carbon dioxide reduction reaction (CO₂RR)/nitrogen reduction reaction (NRR)/nitric oxide reduction reaction (NORR) during discharge. In this review, battery configurations and fundamental reactions in Zn—gas batteries are first introduced, including Zn—air, Zn-CO₂, Zn-N₂, and Zn-NO batteries. Afterward, recent advances in active site engineering for enhancing the intrinsic catalytic activities of cathode catalysts are summarized. Subsequently, the structure and surface regulation strategies of cathode materials for optimizing the three-phase interface and improving the performance of Zn—gas batteries are discussed. Finally, some personal perspectives for the future development of Zn—gas batteries are presented.