Since the proposal of the notion of nanodielectric, the space charge characteristics of nanodielectrics have been widely investigated. With the addition of nanoparticles, some nanodielectrics exhibit smaller space charge accumulation amount during the polarisation, and also faster charge decay during the depolarisation, which is believed to be related to the interfacial layer between the nanoparticle and the base material. In this study, the space charge measurement methods, theoretical models, and experimental results are reviewed in detail. Space charge measurement methods have been greatly improved after more than 20 years development. The nature of the interfacial layer between the nanoparticle and the base material has been investigated in detail, and based on that, several models are proposed to explain some electrical experimental results of nanodielectrics. Furthermore, the parameters of nanoparticle (such as the type, size, amount, shape, and the surface modification), the experimental conditions, and the base material properties can strongly affect the space charge characteristics of nanodielectrics. This study will provide useful research results and conclusions for researchers, and may also be an overview for recent study and an outlook for future investigation on space charge characteristics of nanodielectrics.