Nanoindentation has been widely utilized for measuring mechanical properties at small scales over the past three decades. Indentation size effect (ISE) is a crucial phenomenon in nanoindentation testing of crystalline materials, which is usually manifested as an increase of hardness with a decrease of indent size. Tremendous efforts have been made to understand ISE with the aim of eliminating its influence on determining the intrinsic mechanical properties. More importantly, ISE is a key phenomenon for exploring the unique deformation mechanisms of crystalline materials at the nanoscale. We critically review the experimental observations of ISE in crystalline materials, focusing on the influences of the indenter geometry and crystal structure. In addition, the mechanistic models proposed for ISE as well as recent findings by numerical simulations are also examined in detail to explore the origins of ISE and identify the unsolved challenges.