With the increasing demands for energy, oil and gas companies have a demand to improve their efficiency, productivity and safety. Any potential corrosions and cracks on their production, storage or transportation facilities could cause disasters to both human society and the natural environment. Since many oil and gas assets are located in the extreme environment, there is an ongoing demand for robots to perform inspection tasks, which will be more cost-effective and safer. This paper provides a state of art review of inspection robots used in the oil and gas industry which including remotely operated vehicles (ROVs), autonomous underwater vehicles (AUVs), unmanned ground vehicles (UGVs) and unmanned aerial vehicles (UAVs). Different kinds of inspection robots are designed for inspecting different asset structures. The outcome of the review suggests that the reliable autonomous inspection UAVs and AUVs will gain interest among these robots and reliable autonomous localisation, environment mapping, intelligent control strategies, path planning and Non-Destructive Testing (NDT) technology will be the primary areas of research.