A planetary penetrator is a kind of machine that can use its special structure to independently penetrate an exoplanet and sample it for storage. It is a hot research topic in the world and has important development potential in the field of deep space exploration. Based on the analysis of relevant literature, this paper classifies and compares various representative planetary penetrator projectiles around the current research status. The development progress and key technologies of the planetary penetrator are analyzed, the current technical challenges are summarized, and the development trend of the planetary penetrator has prospected. The planetary probe has a broad application prospect, and its development will provide technical support for humans to establish extraterrestrial habitat, and play an important role in the field of deep space exploration. Currently, planetary penetrator research is still in its infancy, and the field is full of possibilities that need to be explored and improved.