Air lasing refers to the coherent emission produced with air as the gain medium. Air lasing has numerous advantages such as high directionality, high coherence, high intensity, and free-space propagation. Therefore, air lasing provides a novel pathway for remote sensing. Air lasing, which is generated by the interaction between a strong ultrafast laser and atoms or molecules in air, includes many new strong-field effects. In this paper, we reviewed the major advances in air lasing in recent years. First, generation methods and basic characteristics of three types of air lasing were introduced. Next, new physical effects involved in air lasing were revealed based on two aspects, gain mechanism of molecular nitrogen ion lasing and quantum coherence. Moreover, applications of air lasing in remote sensing were discussed. Conclusively, the research significance of air lasing was summarized, and the opportunities and challenges in this topic were highlighted.