Spatial thinking (spatial ability) is an important predictor of success in mathematics, engineering, science and other related fields. Spatial performance is related to a large number of factors, including socio-economic and biological influences. Strategies of spatial thinking, understood as the approach, consciously or unconsciously, chosen to solve a spatial problem, is one of the factors that contribute to overall performance. The literature discusses strategies for solving different spatial tasks, including mental rotation, spatial visualisation, navigation, and mechanical reasoning, which are partly overlapping but also have some distinct features. In this review, we have summarised more than one hundred studies published in leading international journals, identified the main trends, insights and limitations of these studies, and presented possible future directions of this research area. A special emphasis is placed on the contemporary methods for studying spatial strategies, including eye tracking, neuroimaging (EEG, fMRI, fNIRS), non-invasive brain stimulation, and tracking location in space (VR mazes, GPS data). The practical significance of this research is discussed. For example, identifying strategies optimal for performance in a specific task can benefit education, engineering psychology, logistics and usability.