This review paper presents an overview of the current state of the art in Problem Solving Environments (PSE). PSE provides integrated human-friendly innovative computational services and facilities for easy incorporation of novel solution methods to solve a target class of problems. PSE is an innovative concept to enrich our e-Science, e-Life, e-Engineering, e-Production, e-Commerce, e-Home, etc. In the PSE concept, human concentrates on target problems themselves and works out solutions, and a part of application of solution, which can be solved mechanically, is performed by computers or machines or software. The PSE-relating studies were started in 1970s to provide a higher-level programming language than Fortran, etc. in scientific computations. The trend of the time was natural to deliver more human-friendly programming environment, and was resulting in PSE, CAE (Computer Assisted Engineering), library, etc. At present PSE covers a rather wide area, for example, program generation support PSE, education support PSE, CAE software learning support PSE, GRID/CLOUD computing support PSE, job execution support PSE, e-Learning support PSE, PSE for PSE, etc. The review paper includes the PSE definition, a brief history of PSE, example PSE study activities, challenges of PSE study and a future of PSE studies.