A light conversion structure, and a backlight module, a color filter substrate, and a display device including the light conversion structure are provided. The light conversion structure includes a light filter structure including a first optical film layer and a second optical film layer alternately arranged and attached to each other in a total number of N, N is an even number, one of a surface of the first optical film layer far away from the second optical film layer and a surface of the second optical film layer far away from the first optical film layer is a light incident surface of the light filter structure, and the other one is a light-exiting surface.