Lithium–sulfur batteries (Li–S) have become a viable alternative to future energy storage devices. The electrochemical reaction based on lithium and sulfur promises an extraordinary theoretical energy density, which is far higher than current commercialized Li-ion batteries. However, the principal disadvantage impeding the success of Li–S batteries lies in the severe leakage and migration of soluble lithium polysulfide intermediates out of cathodes upon cycling. The loss of active sulfur species incurs significant capacity decay and poor battery lifespans. Considerable efforts have been devoted to developing various sulfur host materials that can effectively anchor lithium polysulfides. Herein, a comprehensive review is presented of recent advances in sulfur host materials. On the basis of the electrochemistry of Li–S batteries, the strategies for anchoring polysulfides are systematically categorized into physical confinement and chemical bonding. The structural merits of various sulfur host materials are highlighted, and the interaction mechanisms with sulfur species are discussed in detail, which provides valuable insights into the rational design and engineering of advanced sulfur host materials facilitating the commercialization of Li–S batteries. Future challenges and promising research prospects for sulfur host materials are proposed at the end of the review.