The exploration of "Deep Sea, Deep Earth and Deep Space" provides opportunities and challenges for the development of geoscience, and geographical science begins to meet the climax of deep space exploration represented by Mars. In China, Martian exploration will be launched in 2020, which will carry out global and comprehensive surrounding exploration of Mars, patrol detection in some local areas, researchers need to be well prepared for the study of planetary geosciences including aeolian geomorphology based on these coming data. Aeolian geomorphology is divided into three stages based on the development history and trend: classical research focusing on single dune observation, modern research with earth system ideology and future research mainly on extra-terrestrial planets. The characteristics of each developing stage were summarized, and we believe that the planetary aeolian research will come naturally. Then, the development and achievement of planetary aeolian research are summarized, the existing problems and future developing trend were also discussed here. Study shows that there are many types of aeolian landforms on Mars, Venus and Titan, and the aeolian process is the most active modern surface process. Aeolian geomorphology in different planets has good similarity, but the difference is also obvious, which means that they have similar formation mechanism, but different formation and evolution conditions, therefore, the theory of aeolian geomorphology will be improved and enriched gradually through the comparative study on different planets. There are obvious advantages in revealing the formation laws and mechanism of aeolian geomorphology in extraterrestrial planets because of the simple formation conditions, and the research of aeolian geomorphology in the era of deep space exploration is in the ascendant.