Human error behavior is determined by both environmental and human factors. In particular, psychological and spiritual factors have a decisive impact on human errors. The human cognitive model not only makes a sound exposition of the generation process and mechanism of human erroneous actions but also improves the accuracy and credibility of human reliability analysis (HRA). Therefore, it helps effectively avoid and prevent human errors in industrial fields. This paper highlights the significant role that the cognitive model has played in HRA. Then, based on an analysis of the nature of human behavior and the classifications of common human errors, several typical cognitive models are summarized in the areas of ergonomics, behavioral science, and cognitive engineering, including a cognitive model related to process, an information-processing model, a decision-making and problem-solving process model, and a cognitive simulation model based on computer technology. Then, cognitive models and the corresponding HRA methods that are applied in the fields of reliability engineering, safety engineering, and risk assessment are reviewed. Finally, some directions and challenges are proposed for the future research of cognitive models applied in HRA methods based on the discussion of current cognitive models used in HRA methods.