Numerous studies have investigated the coupled multi-field processes in frozen soils, focusing on the variation in frozen soils and addressing the influences of climate change, hydrological processes, and ecosystems in cold regions. The investigation of coupled multi-physics field processes in frozen soils has emerged as a prominent research area, leading to significant advancements in coupling models and simulation solvers. However, substantial differences remain among various coupled models due to the insufficient observations and in-depth understanding of multi-field coupling processes. Therefore, this study comprehensively reviews the latest research process on multi-field models and numerical simulation methods, including thermo-hydraulic (TH) coupling, thermo-mechanical (TM) coupling, hydro-mechanical (HM) coupling, thermo–hydro-mechanical (THM) coupling, thermo–hydro-chemical (THC) coupling and thermo–hydro-mechanical–chemical (THMC) coupling. Furthermore, the primary simulation methods are summarised, including the continuum mechanics method, discrete or discontinuous mechanics method, and simulators specifically designed for heat and mass transfer modelling. Finally, this study outlines critical findings and proposes future research directions on multi-physical field modelling of frozen soils. This study provides the theoretical basis for in-depth mechanism analyses and practical engineering applications, contributing to the advancement of understanding and management of frozen soils.