Spatial interaction is a critical basis of understanding human processes on the land surface. Together with spatial dependence, it embodies the uniqueness and relatedness of geographical space, as well as the impact on the embedded geographical distribution patterns. Spatial interaction also has distinctive space-time attributes, and thus it is significant to geographical research. Big data bring new opportunities for the studies of spatial interaction, which enables us to sense and observe spatial interaction patterns at different spatial scales, and simulate and predict their dynamic evolution. This provides great support for the research of human activity regularities and regional spatial structures. In this article, we first demonstrated the relationship between spatial interaction and geospatial patterns, and introduced how to sense spatial interaction with big geodata. Then, we generalized the progress of relevant models and analytical methods, and introduced the corresponding applications in fields of spatial planning, urban transportation, public health and tourism. Some key issues were also discussed. We hope this review can provide guidance for the studies of spatial interaction supported by big data.