Efficient energy storage at low temperatures starves for competent battery techniques. Herein, inherent advantages of zinc–air batteries on low‐temperature electrochemical energy storage are discovered. The electrode reactions are resistive against low temperatures to render feasible working zinc–air batteries under sub‐zero temperatures. The relatively reduced ionic conductivity of electrolyte is identified as the main limiting factor, which can be addressed by employing a CsOH‐based electrolyte through regulating the solvation structures. Accordingly, 500 cycles with a stable voltage gap of 0.8 V at 5.0 mA cm−2 is achieved at −10 °C. This work reveals the promising potential of zinc–air batteries for low‐temperature electrochemical energy storage and inspires advanced battery systems under extreme working conditions. The low‐temperature performances of zinc–air batteries are systematically investigated from both theoretical and experimental aspects in terms of feasibility verification, bottleneck analysis, and promotion strategies.