Polyoxometalates (POMs) are widely used in catalysis, energy storage, biomedicine, and other research fields due to their unique acidity, photothermal, and redox features. However, the leaching and agglomeration problems of POMs greatly limit their practical applications. Confining POMs in a host material is an efficient tool to address the above‐mentioned issues. POM@host materials have received extensive attention in recent years. They not only inherent characteristics of POMs and host, but also play a significant synergistic effect from each component. This review focuses on the recent advances in the development and applications of POM@host materials. Different types of host materials are elaborated in detail, including tubular, layered, and porous materials. Variations in the structures and properties of POMs and hosts before and after confinement are highlighted as well. In addition, an overview of applications for the representative POM@host materials in electrochemical, catalytic, and biological fields is provided. Finally, the challenges and future perspectives of POM@host composites are discussed. Polyoxometalates (POMs) possess unique physiochemical properties for versatile applications. However, the leaching and agglomeration problems of POMs remain highly challenging. Confining POMs in host materials is an efficient tool to address these issues. This review summarizes recent progresses on the development and application of POM@host materials, and highlights the opportunities and challenges in fabricating and gaining insight into POM@host composites.