Gas hydrate (GH) is defined as the crystalline solid, or clathrate hydrate, which are formed by some kinds of low mass molecular gases, such as methane, carbon dioxide, and hydronitrogen, with water at relatively high pressure and low temperature conditions. Gas hydrate-bearing sediments (HBS) are some sand, clay and mixed sediment containing gas hydrates. Advances in the study on the mechanical properties of HBS are summarized mainly in aspects of the laboratory test, in-situ investigation, and theoretical model. Firstly, the main factors are discussed including the structure of GH, formation method and matrix characteristics of HBS; Secondly, progress on the laboratory tests and results are discussed, which mainly includes the tri-axial tests with the natural and synthesized HBS samples, the acoustic tests for measuring the elastic coefficients, the tests for investigating the effects of main factors such as the gas and water contents and soil types on the strength of HBS. Thirdly, for in-situ investigations, including the geophysical surveying, in-situ tests (such as downhole tests) and results are summarized; Fourthly, several theoretical models for estimating the mechanical properties of HBS are introduced; At last, the emphases and the tendency in the future study on the mechanical properties of HBS are discussed.