The damping system ensured by the osteochondral (OC) unit is essential to deploy the forces generated within load-bearing joints during locomotion, allowing furthermore low-friction sliding motion between bone segments. The OC unit is a multi-layer structure including articular cartilage, as well as subchondral and trabecular bone. The interplay between the OC tissues is essential in maintaining the joint functionality; altered loading patterns can trigger biological processes that could lead to degenerative joint diseases like osteoarthritis. Currently, no effective treatments are available to avoid degeneration beyond tissues' recovery capabilities. A thorough comprehension on the mechanical behaviour of the OC unit is essential to (i) soundly elucidate its overall response to intra-articular loads for developing diagnostic tools capable of detecting non-physiological strain levels, (ii) properly evaluate the efficacy of innovative treatments in restoring physiological strain levels, and (iii) optimize regenerative medicine approaches as potential and less-invasive alternatives to arthroplasty when irreversible damage has occurred. Therefore, the leading aim of this review was to provide an overview of the state-of-the-art-up to 2022-about the mechanical behaviour of the OC unit. A systematic search is performed, according to PRISMA standards, by focusing on studies that experimentally assess the human lower-limb joints' OC tissues. A multi-criteria decision-making method is proposed to quantitatively evaluate eligible studies, in order to highlight only the insights retrieved through sound and robust approaches. This review revealed that studies on human lower limbs are focusing on the knee and articular cartilage, while hip and trabecular bone studies are declining, and the ankle and subchondral bone are poorly investigated. Compression and indentation are the most common experimental techniques studying the mechanical behaviour of the OC tissues, with indentation also being able to provide information at the micro- and nanoscales. While a certain comparability among studies was highlighted, none of the identified testing protocols are currently recognised as standard for any of the OC tissues. The fibril-network-reinforced poro-viscoelastic constitutive model has become common for describing the response of the articular cartilage, while the models describing the mechanical behaviour of mineralised tissues are usually simpler (i.e., linear elastic, elasto-plastic). Most advanced studies have tested and modelled multiple tissues of the same OC unit but have done so individually rather than through integrated approaches. Therefore, efforts should be made in simultaneously evaluating the comprehensive response of the OC unit to intra-articular loads and the interplay between the OC tissues. In this regard, a multidisciplinary approach combining complementary techniques, e.g., full-field imaging, mechanical testing, and computational approaches, should be implemented and validated. Furthermore, the next challenge entails transferring this assessment to a non-invasive approach, allowing its application in vivo, in order to increase its diagnostic and prognostic potential.