The work aims to review the effects of wall material selection, composition and structural properties on the performance of pesticide microcapsules, to provide design basis and ideas for preparation of pesticide microcapsules. First, the research progress of five kinds of pesticide microcapsule wall materials in recent years were summarized, including natural polymer materials, semi-synthetic polymer materials, non-degradable synthetic polymer materials, degradable synthetic polymer materials and inorganic materials. Finally, the direction of further research was proposed. Many achievements had been made in the research and development of pesticide microcapsules in recent years. But the preparation of pesticide microcapsules with excellent performance and meeting the green development of modern agriculture still needed to be further explored. It is concluded that traditional pesticides will continue to occupy a large share in the pesticide market, but pesticide microcapsules are a new direction of pesticides in the future.