It is a worldwide challenge to explore the deeply buried deposits. Deep-penetrating geochemical exploration methods were developed to solve the problems of how to get the information of the buried deposits in the covered layer. The methods were successfully used to indicate some buried deposits, but not all kinds of deposits. What is more, a method cannot be used in all kinds of landscapes. In this paper, theories and case studies of deep-penetrating geochemical exploration methods, including mobile metal ions, enzyme leach, leaching of mobile forms of metals in overburden, electro-geochemical extraction method, biogeochemical exploration, nano-metal in geogas were reviewed. Elements migration, unloading mechanism and anomaly models are the most important parts for deep-penetrating geochemistry and need to be further investigated. From the perspective of economic efficiency and applicability, sampling and analyzing procedures should be simplified to improve the stability of all methods.