Preheat an air fryer to 375 degrees F (190 degrees C).
Bring a large pot of water to a boil; remove from heat.
Wash and dry chestnuts. Place flat-side down on a cutting board. Using a paring knife, score a large "X" on the rounded side, covering at least half of the chestnut. Make sure the knife goes through the outer skin and the brown layer underneath. This will aid peeling after being roasted.
Soak chestnuts in hot water for 1 to 5 minutes, depending on how big they are. Remove chestnuts with a slotted spoon and immediately place them in the air fryer basket. Place 1 cup hot water inside the basket.
Cook in the preheated air fryer for 10 minutes. Shake well. Check to see if there is still water inside. If not, add another 1/2 cup. Continue cooking until the shells have peeled away and exposed flesh has browned, 5 to 10 minutes more. Remove and allow to cool enough to be handled. Peel away the shells.