As a core component of electrochemical energy conversion devices, the performance improvement of polymer anion exchange membranes is one of great significance for advancing new energy technologies. This review summarizes the main challenges faced by the application of anion exchange membranes, particularly the low ionic conductivity and poor stability. To delve into the root causes of these issues, the mechanisms of ion transport and chemical degradation are analyzed at the molecular structure level, and the strategies for improvement are further summarized from the three dimensions: ion group, main chain structure, the aggregated state structure. Next, the strategies employed by researchers to achieve high ionic conductivity and stability in anion exchange membranes are summarized from three aspects: ionic groups, polymer backbones, and the microscopic microphase separation of the membranes. Key factors influencing the performance of anion exchange membranes are also analyzed. Subsequently, the key factors to enhance the performance of anion exchange membranes are summarized. Next, the latest progress in the application of anion exchange membranes in electrochemical energy conversion, such as fuel cells, water electrolysis, CO2 reduction reaction, flow batteries, etc is reviewed. Finally the future research directions of anion exchange membranes are prospected, providing guidelines for their design toward the large-scale commercial applications.