Due to the excellent responsiveness to intermittent and fluctuating power supplies, proton exchange membrane (PEM) water electrolysis has been a research hotspot in the field of hydrogen production with renewable energy. Based on PEM’s outstanding properties of mechanical strength and gas separation, high-pressure operation of PEM electrolyzer has been successfully realized and commercialized. However, an important problem in high-pressure PEM water electrolysis (especially under differential pressure condition, high pressure in the cathode compartment/atmospheric pressure in the anode compartment) is the permeation of hydrogen through the membrane, which affects the safety and efficiency. In this article, the research progress of hydrogen permeation in PEM electrolysis is reviewed. Firstly, the theory of permeation is introduced. Based on the relationship between permeation flux, permeability and partial pressure difference described by Fick's law, effects of temperature/pressure, hydration degree of membrane, and partial pressure difference on hydrogen permeation are reviewed. Considering the current in the real operating conditions of electrolysis, the effect of current density on hydrogen permeation is reviewed. In addition, the relevant theoretical mechanisms of the above parameters affecting hydrogen permeation are summarized.