In the face of high cost and insufficient energy density of current lithium ion batteries, aqueous rechargeable Zn-air batteries with the advantages of low cost, environmental benignity, safety and high energy density are spotlighted in recent years. The practical application of Zn-air batteries, however, is severely restricted by the high overpotential, which is associated with the inherent sluggish kinetics of oxygen evolution reaction (OER) and oxygen reduction reaction (ORR) of air electrocatalysts. Recently, engineering heterostructured/hybrid electrocatalysts by modulating the interface chemistry has been demonstrated as an effective strategy to improve the catalytic performance. Basically, there occur significant electronic effect, geometric effect, coordination effect, synergistic effect, and confinement effect at the heterostructure interface, which intensely affect electrocatalysts’ performance in terms of intrinsic activity, active site density and durability. In this review, the recent progress on development of heterostructured air electrocatalysts by interface engineering is summarized. Particularly, the potential relationship between interface chemistry and oxygen electrocatalysis kinetics is bridged and outlined. This review would provide a comprehensive and in-depth understanding of the crucial role of the well-defined interfaces towards fast oxygen electrocatalysis, and would offer a solid scientific basis for the rational design of efficient heterostructured air electrocatalysts and beyond.