As a new generation of energy conversion devices, solid oxide fuel cells (SOFC) and solid oxide electrolysis cells (SOEC) are of great importance with the advantage of highly efficient energy conversion in a clean way. For the commercialization of SOFC and SOEC technologies, operation at the intermediate-low temperature (IT) is the current major research direction all over the world, which are beneficial for the operation of SOFC and SOEC more durably and economically. The key point is how to improve the oxygen reduction reaction (ORR) or oxygen evolution reaction (OER) activity of oxygen electrodes. In this review, the important roles of atomic-scale molecular simulation and in-situ experimental characterization are mainly illustrated to provide insight and understanding on the oxygen transport mechanism analysis. These fundamental studies could put forward the progress from traditional materials and structures to novel designs and concepts. The recent R&D oxygen electrodes of mixed ionic electronic conducting (MIEC) materials, the corresponding ion migration paths, anisotropic structures and lattice dynamics are summarized in detail. The current advanced research methods and characterizations are introduced focusing on the in-situ X-ray photoelectron spectroscopy (XPS) and Auger electron spectroscopy (AES) for probing the surface chemical composition and structure of materials. With in-situ methods, a several nanometers to tens of nanometers structure of the dense film could be visualized that made the study of the formation and migration of charged defects of oxygen electrode material feasible. Oxygen transport mechanisms in the traditional materials and novel materials at atomic scale are analyzed by the results of density functional theory (DFT) calculations and molecular dynamics (MD) simulations. Furthermore, the research progress of oxygen electrodes at INET in Tsinghua University is briefly introduced.