A light conversion structure applied to a display device, 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 (100) including a first optical film layer (110) and a second optical film layer (120) which are alternately arranged and attached to each other in a total number of N, N is an even number, one of a surface (111) of the first optical film layer (110) far away from the second optical film layer (120) and a surface (121) of the second optical film layer (120) far away from the first optical film layer (110) is a light incident surface (1001) of the light filter structure (100), and the other one is a light-exiting surface (1003). A part of the incident light (101) of first color that is reflected by the light incident surface (1001) is a first reflected light (102), a part of the incident light (101) of first color that is reflected by an interface (1002) between the first optical film layer (110) and the second optical film layer (120) is a second reflected light (103), and an optical path difference between the first reflected light (102) and the second reflected light (103) is an integer multiple of a wavelength of the incident light (101) of first color. The light conversion structure can reflect a part of the incident light of first color to allow the incident light of first color to be reused, thereby improving a utilization of a light-emitting material in the display device.