With the rapid development of information technology, the production capacity and yield of high-end chips are continuously expanded, to meet the growing demands for electronics in the present and future. During the extreme ultraviolet (EUV) lithography processes to produce these high-end chips, nanoscale particles falling on the EUV mask will lead to imaging defects during exposure, reducing the production yield and eventually increasing the costs of chip manufacturing significantly. Therefore, the EUV pellicle, a physical barrier effectively blocking particles of any size entering the focal plane of imaging, can be installed on the EUV mask, to greatly improve the yield of chip manufacturing. A detailed introduction of EUV pellicles is provided in this review, including material selection, structural design, preparation processes, and film characterizations. This review provides insightful references for the scholars and engineers engaged in the domestic research on advanced lithography and self-supporting thin-film devices.