Many engineering structures, especially the defense applications, need to be reinforced against blast loads due to a nearby explosion. Today, much more attention needs to be given to this issue because of increased exposure to explosions, and natural disasters. Different solutions have been used in the literature to mitigate blast loading effects. One of these applications, sandwich panels, are good candidates for blast loading applications. In a sandwich panel structure, several parameters have considerable effects on the deflections, deformations, and the energy absorption capability. The most important of these parameters are: i) the material and thickness of the front and back face sheets and core; ii) core density and grading; iii) core and face sheet types; iv) filling and stiffening strategies of the core; v) radius of curvature of the panel; vi) mass of explosive charge; and vii) standoff distance. The aim of this paper is to review these critical aspects of blast loading of sandwich panels to provide an overall insight into the state of the art of the application.