Traditional esterification reactions usually take place between carboxylic acids or carboxylic acid derivatives and alcohols. How to produce ester efficiently and cleanly is an urgent problem that needs to be solved in ester industrial synthesis. The development of catalysts with high catalytic activity and a long service life is significant in this process. In this review, the recent advances of the catalysts in one-step oxidative esterification of aldehydes and alcohols with alcohols to esters are summarized, including heterogeneous (mainly Au-, Pd-, Co-, and Cu-based catalysts) and homogeneous catalysts. The preparation method, catalytic performance, and catalytic mechanism of each heterogeneous and homogeneous catalyst were introduced. Finally, we put forward the existing problems of the catalyst and provide strategies to solve them.