With the rapid development of natural gas industry, the optimal design is a key factor in improving the economic, environmental and social performance and efficiency of the natural gas supply chain. Therefore, it is necessary to conduct a comprehensive review of natural gas supply chain optimization problems to formulate future development plans. In this paper, we review the relevant literature on natural gas supply chain optimization, summarize the research progress of natural gas supply chain design optimization methods from the aspects of overall supply chain optimization, market operation and pricing mechanism optimization, pipe network transportation system optimization, and discuss the impact of natural gas market policy changes on supply chain optimization. Finally, the shortcomings of current research and the direction of future development are discussed.