Abstract: The loading device for CNC machines can effectively address the issue of the disconnection between the performance testing of the machines and the actual processing conditions, making up for the deficiency that no-load or simulated-load tests cannot accurately reproduce the real force. At the same time, it solves the pain points in each stage of machine development, detection, and operation, such as “the performance cannot be quantitatively verified under load”. In order to have a more comprehensive understanding of the research progress related to CNC machines, this article first briefly introduces the components of the CNC machine loading device system and the performance characteristics of the device itself; then it classifies the different loading methods and elaborates on the basic principles and key technologies of each device, and discusses the functions realized by each type of technology; finally, it analyzes the current problems of the CNC machine loading device and the future development direction. The aim is to provide a reference for the technological innovation, performance breakthrough, and engineering application of CNC machine loading devices in China.