In this article, we report a comprehensive theoretical study of halogen, chalcogen, and pnicogen bonding interactions using a large set of pure and hybrid functionals and some ab initio methods. We have observed that the pure and some hybrid functionals largely overestimate the interaction energies when the donor atom is anionic (Cl– or Br–), especially in the halogen bonding complexes. To evaluate the reliability of the different DFT (BP86, BP86-D3, BLYP, BLYP-D3, B3LYP, B97-D, B97-D3, PBE0, HSE06, APFD, and M06-2X) and ab initio (MP2, RI-MP2, and HF) methods, we have compared the binding energies and equilibrium distances to those obtained using the CCSD(T)/aug-cc-pVTZ level of theory, as reference. The addition of the latest available correction for dispersion (D3) to pure functionals is not recommended for the calculation of halogen, chalcogen, and pnicogen complexes with anions, since it further contributes to the overestimation of the binding energies. In addition, in chalcogen bonding interactions, we have studied how the hybridization of the chalcogen atom influences the interaction energies.