Abstract: The demand for advanced aerodynamic shape design methods that can balance the multidisciplinary high performance and robustness of air vehicles is ever-increasing. Traditional aerodynamic design methods often fall short of robustness, hindering their ability to achieve optimal performance and limiting their practical engineering applications. The robust aerodynamic design optimization (RADO) method for air vehicles, which seamlessly integrates the strengths of aerodynamic shape optimization techniques with robust design principles, has become one of the most viable approaches to satisfy the engineering requirements for aerodynamic configuration design with the advent of various efficient and practical uncertainty quantification (UQ) and robust optimization methods. This paper provides a comprehensive overview of the recent progress in RADO for air vehicles, addressing both theoretical and practical aspects of aerodynamic shape optimization and highlighting promising research directions for future exploration. This paper begins with a systematic review of state-of-the-art and research trends of RADO for air vehicles. Recent advancements in related key techniques, including uncertainty modeling, UQ, and robust optimization, are presented in detail. Concurrently, the application of RADO in three representative aerodynamic design problems—transonic airfoil/wing, natural laminar flow wing, and compressor blades/rotor blades—are reviewed and discussed thoroughly, focusing on the most pertinent engineering challenges. Next, the progress and development of aerodynamic/stealth/sonic boom/structural multidisciplinary robust optimization design (MRDO) in practical application are investigated. Finally, drawing from the comprehensive literature review, challenges and difficulties encountered in developing and applications of RADO for air vehicles are discussed.