Rocky planets are common around other stars, but their atmospheric properties remain largely unconstrained. Thanks to a wealth of recent planet discoveries and upcoming advances in observing capability, we are poised to characterize the atmospheres of dozens of rocky exoplanets in this decade. The theoretical understanding of rocky exoplanet atmospheres has advanced considerably in the last few years, yielding testable predictions of their evolution, chemistry, dynamics, and even possible biosignatures. We review key progress in this field to date and discuss future objectives. Our major conclusions are as follows: ▪ Many rocky planets may form with initial H2–He envelopes that are later lost to space, likely due to a combination of stellar UV/X-ray irradiation and internal heating. ▪ After the early stages of evolution, a wide diversity of atmospheric compositions is expected as a result of variations in host star flux, atmospheric escape rates, interior exchange, and other factors. ▪ Observations have ruled out both the presence of H2-dominated atmospheres on several nearby rocky exoplanets and the presence of any thick atmosphere on one target. A more detailed atmospheric characterization of these planets and others will become possible in the near future. ▪ Exoplanet biosphere searches are an exciting future goal. However, reliable detections for a representative sample of planets will require further advances in observing capability and improvements in our understanding of abiotic planetary processes.