During drilling, the drilling fluid is filtered to form the inner mud cake at shallow stratum and the outer mud cake at well wall. The formation of high-quality mud cake can ensure smooth drilling, and also has an impact on later cementing and production. The formation process and structural characteristics of mud cake were introduced, the numerical simulation and experimental study of mud cake formation were investigated, and the conventional methods of mud cake evaluation and empirical formula of parameter calculation were summarized. The formation of inner mud cake and outer mud cake is a simultaneous and interactive process. At present, the research is mostly limited to the formation and evaluation of outer mud cake, and the evaluation results are quite different due to the experience and subjective understanding of technicians. The formation of inner mud cake and its influence on outer mud cake are usually ignored in research. In the future research, the formation factors and drilling fluid factors that affect the formation of mud cake need to be considered comprehensively. The characteristics of particles, pores and throat of mud cake can be studied based on the "digital core" technology. A numerical model of mud cake formation should be established to study the influence of various factors on mud cake formation.It is of great significance to reveal the formation mechanism of mud cake from microstructure and establish the evaluation method of mud cake, so as to evaluate the wall-building performance of drilling fluid filtration, optimize the system and evaluate the influence of mud cake on cementing quality.