The advent of chimeric antigen receptor (CAR)-T cell immunotherapies has led to breakthroughs in the treatment of hematological malignancies. However, their success in treating solid tumors has been limited. CAR-natural killer (NK) cells have several advantages over CAR-T cells because NK cells can be made from pre-existing cell lines or allogeneic NK cells with a mismatched major histocompatibility complex (MHC), which means they are more likely to become an "off-the-shelf" product. Moreover, they can kill cancer cells via CAR-dependent/independent pathways and have limited toxicity. Macrophages are the most malleable immune cells in the body. These cells can efficiently infiltrate into tumors and are present in large numbers in tumor microenvironments (TMEs). Importantly, CAR-macrophages (CAR-Ms) have recently yielded exciting preclinical results in several solid tumors. Nevertheless, CAR-T, CAR-NK, and CAR-M all have their own advantages and limitations. In this review, we systematically discuss the current status, progress, and the major hurdles of CAR-T cells, CAR-NK cells, and CAR-M as they relate to five aspects: CAR structure, therapeutic mechanisms, the latest research progress, current challenges and solutions, and comparison according to the existing research in order to provide a reasonable option for treating solid tumors in the future.