Since insulated gate bipolar transistor (IGBT) is a core component for power conversion in a power electronic system, guaranteeing the safety of IGBT becomes a crucial task for the maintenance of the power system. However, the mechanism of IGBT failure is a considerably complicated process related to the dynamic process, involving electric, thermal, and force. Hence, understanding the behaviors of IGBT under multi-physics field coupling plays an important role in the design and reliability studies of IGBT. In this paper, we review the multi-physics coupling effects, namely, electric-thermal coupling, thermal-force coupling, and force-electric coupling, inside IGBT devices. The basic principles of each coupling, coupling models, application occasions as well as key issues and development trends are discussed in detail, respectively.