Soil erosion is one of the most serious environmental issues constraining the sustainable development of human society and economies. Soil compound erosion is the result of the alternation or interaction between two or more erosion forces. In recent years, fluctuations and extreme changes in climatic factors (air temperature, precipitation, wind speed, etc.) have led to an increase in the intensity and extent of compound erosion, which is increasingly considered in soil erosion research. First, depending on the involvement of gravity, compound erosion process can be divided into compound erosion with and without gravity. We systematically summarized the research on the mechanisms and processes of alternating or interacting soil erosion forces (wind, water, and freeze-thaw) considering different combinations, combed the characteristics of compound erosion in three typical regions, namely, high-elevation areas, high-latitude areas, and dry and wet transition regions, and reviewed soil compound erosion research methods, such as station observations, simulation experiments, prediction models, and artificial neural networks. The soil erosion model of wind, water, and freeze-thaw interaction is the most significant method for quantifying and predicting compound erosion. Furthermore, it is proposed that there are several issues such as unclear internal mechanisms, lack of comprehensive prediction models, and insufficient scale conversion methods in soil compound erosion research. It is also suggested that future soil compound erosion mechanism research should prioritize the coupling of compound erosion forces and climate change.