The primary aim of the paper is the study of Sobolev spaces in the context of Gelfand pairs. The article commences with providing a historical overview and motivation for the researched subject together with a summary of the current state of the literature. What follows is a general outline of harmonic analysis on Gelfand pairs, starting with a concept of positive-semidefinite functions, through spherical functions and spherical transform and concluding with the Hausdorff-Young inequality. The main part of the paper introduces the notion of Sobolev spaces on Gelfand pairs and studies the properties of these spaces. It turns out that Sobolev embedding theorems and Rellich-Kondrachov theorem still hold true in this generalized context (if certain technical caveats are taken into consideration).