Anode-free lithium metal batteries (AFLMBs), composed of a bare anode current collector and a fully lithiated cathode, are poised to reduce security risks of active lithium (Li) metal and deliver phenomenal energy density, as well as simplify the battery production. However, without the continuous supply of Li from the anode side, the AFLMBs tend to lose capacity rapidly in a few cycles due to the irreversible depletion of Li. Extending the long-term cycling performance of AFLMBs requires research spanning multiple levels from battery materials to cell design principles. Here, we first analyze the key factors affecting the lifespan of AFLMBs, including the formation of solid electrolyte interphase (SEI) and the evolution of different Li-deposition morphology. Then, the prospective strategies and research directions for extending long-term cycling performance of AFLMBs are discussed from the aspects of additional Li-compensation from cathode, reliable SEI design by electrolyte-formulation regulation, controlled Li-deposition by the design of substrates, rejuvenating dead Li, and different testing protocol. Finally, the discussion and outlook on the further development of AFLMBs are provided. This review article aims to refine the deep understanding of AFLMBs and support record-breaking cycle life in the coming years.