Molecular dynamics with coarse-grained models is nowadays extensively used to simulate biomolecular systems at large time and size scales, compared to those accessible to all-atom molecular dynamics. In this review article, we describe the physical basis of coarse-grained molecular dynamics, the coarse-grained force fields, the equations of motion and the respective numerical integration algorithms, and selected practical applications of coarse-grained molecular dynamics. We demonstrate that the motion of coarse-grained sites is governed by the potential of mean force and the friction and stochastic forces, resulting from integrating out the secondary degrees of freedom. Consequently, Langevin dynamics is a natural means of describing the motion of a system at the coarse-grained level and the potential of mean force is the physical basis of the coarse-grained force fields. Moreover, the choice of coarse-grained variables and the fact that coarse-grained sites often do not have spherical symmetry implies a non-diagonal inertia tensor. We describe selected coarse-grained models used in molecular dynamics simulations, including the most popular MARTINI model developed by Marrink’s group and the UNICORN model of biological macromolecules developed in our laboratory. We conclude by discussing examples of the application of coarse-grained molecular dynamics to study biologically important processes.