Materials engineering is an important trajectory for the design of new complex oxide compounds for their high-temperature application in solid oxide electrochemical cells. Usually, tailoring the functional properties of such compounds is realized through a cationic-type doping strategy, when a partial substitution of basic cations with impurity ions is performed. Typically, such a doping improves some properties, but deteriorates others due to significant changes in the cationic framework of a crystal. Anionic-type doping is an alternative way to leave the cationic sites unchanged, which may be suitable for achieving a compromise between a variety of properties. In this brief review, we summarize the existing data devoted to the F-doping (or F-insertion) of solid oxide electrolyte and electrode materials. In most cases, the F-doping improves the chemical stability of compounds and their ionic transport properties. Possible reasons responsible for this improvement are briefly discussed. In addition to highlighting these advantages, possible drawbacks are also listed to stimulate further research activities on this problem.