Rechargeable Zn–air batteries, which combine the key features of secondary batteries and fuel cells, have been regarded as the next-generation energy storage/conversion device in consumer electronic market, in which the air cathode determines its round-trip efficiency and stability. Air cathode requires both the oxygen reduction reaction (ORR) and oxygen evolution reaction (OER) activities, however single materials cannot simultaneously achieve owing to the completely reversible ORR and OER process. Recent researches revealed that constructing supported electrocatalyst with multifunctional components is a wise strategy to achieve both ORR and OER activities. In this review, we summarize the structural design of supported electrocatalyst with different type of supports including carbon material and transition metal compound. The configuration of transition metal catalyst on carbon support is first to be discussed, and further considering the oxidative decomposition of carbon materials during charge process, the role of transition metal compound supports with or without electrochemical activity are emphatically presented in bifunctional supported electrocatalysts. Moreover, the synthesis strategies of supported electrocatalysts are also discussed in detail for achieving controllable preparation. Based on the discussion about the structure design of supported electrocatalysts, some personal perspectives for developing more efficient bifunctional electrocatalysts in the future are also presented.