The detection of lava tubes beneath the surfaces of the Moon and Mars has been a popular research topic and challenge in planetary radar observation. In recent years, the Moon–based ground penetrating radar (GPR) carried by the Chinese Chang’e–3/–4 mission, the RIMFAX radar carried by the Mars mission Perseverance, and the RoSPR radar and MOSIR radar carried by China’s Tianwen–1 orbiter have extensively promoted the exploration of the underground space of extraterrestrial bodies, which is crucial for the future utilization and development of these spaces. This paper expounds on the principles, methods, and detection results of using GPR to detect lava tubes on the Moon and Mars. First, lava tubes’ formation mechanism and morphological characteristics are outlined, followed by an introduction to GPR’s working principles and classification. The advantages, disadvantages, and prospects of different types of radar in detecting the lava tubes are analyzed. Finally, the distribution of lava tubes on the Moon and Mars is briefly summarized, and the potential utilization of lava tubes is discussed. We believe that the GPR technique is an effective geophysical method for exploring the underground structures of the Moon and Mars, and the lava tubes beneath the surface of extraterrestrial bodies can provide important references for selecting future Moon and Mars bases.