Abstract: With the development of artificial intelligence technology, the missions to be performed by unmanned systems are more and more complicated, and the systems are required to complete given missions independently in an unknown environment. In order to solve the planning and decision-making of unknown and uncertain problems in unmanned systems, Markov theory can be used for modeling and estimation to solve such complicated issues as mission decision-making and planning, target tracking and identification, and platform-to-system communication in unmanned platforms. This paper introduces the research progress and the practical application of Markov theory in Unmanned Aerial Vehicle(UAV), Unmanned Ground Vehicle(UGV)and Autonomous Underwater Vehicle(AUV)respectively, presents the current problems and the prospects of future development and research.