Milankovitch has proposed an astronomical theory to explain the relationship between solar insolation and the Earth's climate. It postulates that the changes in insolation at the Northern Hemisphere during the summer months, which are caused by changes in Earth's eccentricity, obliquity and precession, are mainly responsible for driving the glacialinterglacial cycle. In this paper, we reviewed the development process of the Milankovitch theory and its progresses in some detail, and discussed several scientific issues that need to be investigated further by taking the climate and atmospheric history of the past 420 000 years from the Vostok ice core, Antarctica, as an example.