AbstractAtmospheric water harvesting (AWH) provides a fascinating chance to facilitate a sustainable water supply, which obtains considerable attention recently. However, ignoring the energy efficiency of AWH leads to high energy consumption in current prototypes (ca. 101 to 102 MJ kg−1), misfitting with the high‐strung and complicated water‐energy nexus. In this perspective, a robust evaluation of existing AWHs is conducted and a detailed way to high‐efficiency AWH is paved. The results suggest that using cooling‐assisted adsorption will weaken the bounds of climate to sorbent selections and have the potential to improve efficiency by more than 50%. For device design, the authors deeply elucidate how to perfect heat/mass transfer to narrow the gap between lab and practices. Reducing heat loss, recovering heat and structured sorbent are the main paths to improve efficiency on the device scale, which is more significant for a large‐scale AWH. Besides efficiency, the techno‐economic evaluation reveals that developing a cost‐effective AWH is also crucial for sustainability, which can be contributed by green synthesis routes and biomass‐based sorbents. These analyses provide a uniform platform to guide the next‐generation AWH to mitigate the global water crisis.