Abstract: The self-locking structure achieves interlocking property through ingenious design of the connection mode between cells, which enables the cells to lock with each other without the need for any additional constraints. The self-locking structure has significant advantages such as light weight, portability, rapid assembly, and disassembly, and is widely applied in various fields, such as shock resistance and explosion prevention. Self-locking structures exist in many structures in nature. The design concepts of self-locking structures are introduced from three aspects: the inspiration from biomimetic self-locking structures, the energy absorption mechanism of periodic structures, and failure of shear bands in periodic structures. Then, the research progress of two-dimensional unidirectional self-locking structures，three-dimensional multi-directional self-locking structures and curved self-locking structures is introduced respectively based on the classification of self-locking direction. Among them, the multi-directional self-locking structure can withstand more complex loading conditions. Therefore, the research progress of four representative multi-directional self-locking structures based on dumbbell-type, bone stitching, and origami design is further introduced. Finally, the research on the self-locking structure is summarized and its future research prospects are further discussed.