Rock is geometrically and mechanically multiscale in nature, and the traditional phenomenological laws at the macroscale cannot render a quantitative relationship between microscopic damage of rocks and overall rock structural degradation. This may lead to problems in the evaluation of rock structure stability and safe life. Multiscale numerical modeling is regarded as an effective way to gain insight into factors affecting rock properties from a cross‐scale view. This study compiles the history of theoretical developments and numerical techniques related to rock multiscale issues according to different modeling architectures, that is, the homogenization theory, the hierarchical approach, and the concurrent approach. For these approaches, their benefits, drawbacks, and application scope are underlined. Despite the considerable attempts that have been made, some key issues still result in multiple challenges. Therefore, this study points out the perspectives of rock multiscale issues so as to provide a research direction for the future. The review results show that, in addition to numerical techniques, for example, high‐performance computing, more attention should be paid to the development of an advanced constitutive model with consideration of fine geometrical descriptions of rock to facilitate solutions to multiscale problems in rock mechanics and rock engineering.