Recently, the exploration in deeply concealed deposits becomes increasingly common. With the development in the state-of-the-art metallogenic theory and analysis technique, it has stimulated the formation of the non-traditional geochemical prospecting methods. One of great breakthroughs in buried mineral deposits exploration is the advent of Deep-penetrating Exploration Geochemistry, which includes methods of the Selective Leaching of Mobile Metals (MOMEO), Mobile Metal Ions (MMI), Enzyme Leach, Electro-geochemistry methods, etc. These methods are able to measure any direct geochemical information emanating from the deeply concealed deposits. Another important advance in concealed deposit exploration is using integrated geological information for prospecting, including geologic, geophysical, geochemical and remote sensing data. This method is proved a powerful tool for deeply buried mineral deposits exploration. Some other new methods including geochemical blocks method, information exploration, and non-traditional isotope tracer techniques are starting applied to concealed deposits exploration. Besides, the methods of traditional geochemical exploration including hydrogeochemical and biogeochemical methods are experience renewed interest and achieve new development. New advances in these geochemical exploration methods are reviewed in depth, including their concepts, basis theory, application method, and results of their application. Finally, the problems in geochemical exploration are pointed out.