Continuous SiC fiber-reinforced SiC (SiC_f/SiC) composites possess high specific strength, high specific modulus, high-temperature resistance, and radiation resistance, making them suitable for applications in hot-end parts of advanced aero-engines and claddings of nuclear reactors. SiC_f/SiC composites are composed of fibers, interfaces and matrix, endowing them with complex multi-scale structural characteristics. These composites are designed to serve in harsh environment, and their damage and failure process are complex. A profound understanding and accurate analysis of damage and failure mechanisms of SiC_f/SiC composites under service environments are of great significance for the optimized design of materials and the reliable service of components. Traditional “post-mortem analysis” methods are incapable of acquiring data during the damage and failure process of materials under complex service environments. Therefore, there is an urgent need to develop in-situ characterization techniques for composites under high-temperature service environments. This paper reviewed the principles, advantages, and limitations of in-situ monitoring methods based on scanning electron microscopy, digital image correlation, micro computational tomography, acoustic emission, and electrical resistance. It focused on the latest research progress in the high-temperature mechanical characterization of SiC_f/SiC composites using various in-situ monitoring methods and combinations thereof. It summarized the challenges in the in-situ monitoring technologies of SiC_f/SiC composites under high-temperature environments and provided a preliminary outlook on the future development directions, such as the combined use of multiple in-situ monitoring techniques, new detection technologies like terahertz radiation, and in-situ damage monitoring methods for complex components.