Recently, compared to organic-inorganic hybrid perovskites, all-inorganic perovskite solar receives enormous attention due to excellent capability to resist heat, moisture and ultraviolet light. In addition, the power conversion efficiency (PCE) of all-inorganic cesium lead halide perovskite optoelectronic devices increase rapidly in the last few years. Therefore, the all-inorganic cesium lead halide perovskite (CsPbX3, X = Br, I or their mixture) is supposed to be alternative light-harvesting materials in solar cells. In recent years, with the in-depth study and continuous optimization of the preparation process, the PCE of all-inorganic perovskite solar cells has exceeded 16% up to now. In this review, we introduce the structural and optical properties of CsPbX3 (X = Br, I or their mixture) thin films, in which the phase transition mechanism and the variation of optical band gap with different halide ratios are elaborated in detail. After that, we briefly described the three different architectures of corresponding perovskite solar cell and two kinds of energy band diagram. And simultaneously the most recent research on the progress in CsPbX3 (X = Br, I or their mixture) solar cell device is outlined by this review, which mainly divided into three parts, namely CsPbI3-based solar cells, CsPb(I1-xBrx)(3)-based solar cells and CsPbBr3-based solar cells. Finally, the stability of all-inorganic perovskite solar cells is also vividly and simply explored.