Furfural (FFR) is one of the most important biomass derivatives, usually obtained by initial hydrolysis of xylose oligomers derived from hemicellulose to xylose and then acid catalyzed dehydration. The FFR liquid‐phase hydrogenation reaction conditions are mild, which is conducive to connecting with upstream chemicals. The solvent systems play a crucial role in the selectivity of target products and the sustainability of the reaction process in the catalytic hydrogenation of FFR to high value‐added chemicals. This work reviews various solvent systems (organic solvents, aqueous phase, supercritical CO2, and ionic liquids) used in the FFR hydrogenation. The functions, characteristics, and limitations of various solvents in FFR hydrogenation are discussed, and the interactions among solvents and FFR, reaction intermediates, and catalysts are summarized. This review can promote the development of FFR liquid‐phase catalytic hydrogenation systems and provide valuable references for improving the yield and sustainability of FFR hydrogenation to high value‐added chemicals.