Structural diversity of triterpene glycosides produced by sea cucumbers or holothurians (Holothuroidea, Echinodermata) is extremely high, although all of them are either lanostane derivatives or, rarely, products of their molecular rearrangements. The majority of them are holostane derivatives possessing an 18(20)-lanostane lactone as aglycone. They contain carbohydrate chains consisting of one to six monosaccharide units including sulfated ones. The glycosides demonstrate interesting biological activities, mainly caused by membranolytic action, namely cytotoxic, ichthyotoxic, antifungal, and hemolytic properties, as well as a series of additional effects at sub-toxic doses, including immunomodulatory, and cancer preventive. This review summarizes the literature data concerning structures and biological activities of all the new triterpene glycosides isolated from sea cucumbers during 2017 to 2021.