Adsorbates on metal surfaces are typically formed from the dissociative chemisorption of molecules occurring at gas‐solid interfaces. These adsorbed species exhibit unique diffusion behaviors on metal surfaces, which are influenced by their translational energy. They play crucial roles in various fields, including heterogeneous catalysis and corrosion. This review examines recent theoretical advancements in understanding the diffusion dynamics of adsorbates on metal surfaces, with a specific emphasis on hydrogen and oxygen atoms. The diffusion processes of adsorbates on metal surfaces involve two energy transfer mechanisms: surface phonons and electron‐hole pair excitations. This review also surveys new theoretical methods, including the characterization of the electron‐hole pair excitation within electronic friction models, the acceleration of quantum chemistry calculations through machine learning, and the treatment of atomic nuclear motion from both quantum mechanical and classical perspectives. Furthermore, this review offers valuable insights into how energy transfer, nuclear quantum effects, supercell sizes, and the topography of potential energy surfaces impact the diffusion behavior of hydrogen and oxygen species on metal surfaces. Lastly, some preliminary research proposals are presented.