The valve-controlled and pump-controlled hydraulic technology are both extensively used in hydraulic equipment nowadays, but the valve-controlled hydraulic technology has obvious shortcomings such as the lower power utilization rate due to the inevitable throttling and overflow losses. Pump-controlled hydraulic technology can enhance the efficiency of the entire hydraulic system owing to eliminate these energy losses and overcome the defects of valve-controlled technology. Electro-hydraulic actuator (EHA) is an archetypal pump control system with the huge advantages of high power-to-weight ratio, low energy consumption and compact structure. As a consequence, research on EHA has become a hot topic in the field of fluid power transmission and control by degrees. To date, many predecessors have conducted indepth exploration on the investigation related to EHA. However, the relevant literatures are extremely scattered, and the research directions of these papers are unequal so that it is quite necessary and meaningful to classify and summarize the whole development history of EHA. This review mainly introduces the evolvement of EHA in the three major fields that include aerospace, engineering machinery and robotics from the origin to the current, aiming at clarifying underlying issues and challenges in the study and application of EHA and discussing the further development tendency of this technology. The outlining content gathered in this document not only will be a valuable comprehensive source of information concerning EHA to scholars, but also provides a forceful reference for future studies with regard to high-power density and energy-efficient hydraulic technique.