Propane direct dehydrogenation (PDH) is an attractive technology for propylene production that has received extensive attention. Molecular sieves with uniform porous structure, high thermal stability, and unique confinement capability have been proven to be ideal supports for well-dispersed active sites to generate efficient PDH performance. In this review, we describe the progress in the synthesis and PDH performance of metal-molecular sieve catalysts, including metal-mesoporous silica, metal-zeolite, and metal-hierarchical zeolite catalysts. The strategies in identifying and regulating active site microstructure and metalmolecular sieve interactions as well as their correlations with active site structure and PDH mechanism are introduced simultaneously. Finally, the current limitations and future opportunities of metal-molecular sieve materials in the PDH reaction are also discussed. This review is expected to provide some guidance for future catalyst design based on utilizing the molecular sieve's structural confinement to facilitate propane activation and active site stabilization.