As the important components of the earth’s atmospheric system, cloud and precipitation strongly affect the global hydrology and energy cycles through the interaction of solar and infrared radiation with cloud droplets and the release of latent heat in precipitation development. The microwave observations in cloudy and rainy conditions have a large amount of information closely related to the development of weather systems, especially the severe weather systems like typhoon and rainstorm. Nevertheless, satellite microwave observations are usually only assimilated in clear-sky above the ocean and their cloud and precipitation content is discarded. Over the past two decades, several Numerical Weather Prediction (NWP) centers have gradually developed the “all-sky” approach to make use of the cloud- and precipitation-affected microwave radiances. It’s been proved that the all-sky assimilation can be used to improve the first guessed mass, wind, humidity, cloud and precipitation through the tracer effect. For providing an investigated reference for the future research of all-weather assimilation in domestic numerical weather forecast, this paper reviewed the all-sky assimilation methods using microwave observation data, analyzed the advantages and disadvantages of each method, and discussed the key technical problems and the existing difficulties and challenges in this field. With the development and application of the new generation of NWP model in China, advancing the domestic research of all-weather data assimilation technology will bring more scientific and practical benefits in the future.