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A shock wave is a flow phenomenon that needs to be considered in the development of high-speed aircraft and engines. The traditional computational fluid dynamics (CFD) method describes it from the perspective of macroscopic variables, such as the Mach number, pressure, density, and temperature. The thickness of the shock wave is close to the level of the molecular free path, and molecular motion has a strong influence on the shock wave. According to the analysis of the Chapman-Enskog approach, the nonequilibrium effect is the source term that causes the fluid system to deviate from the equilibrium state. The nonequilibrium effect can be used to obtain a description of the physical characteristics of shock waves that are different from the macroscopic variables. The basic idea of the nonequilibrium effect approach is to obtain the nonequilibrium moment of the molecular velocity distribution function by solving the Boltzmann–Bhatnagar–Gross–Krook (Boltzmann BGK) equations or multiple relaxation times Boltzmann (MRT-Boltzmann) equations and to explore the nonequilibrium effect near the shock wave from the molecular motion level. This article introduces the theory and understanding of the nonequilibrium effect approach and reviews the research progress of nonequilibrium behavior in shock-related flow phenomena. The role of nonequilibrium moments played on the macroscopic governing equations of fluids is discussed, the physical meaning of nonequilibrium moments is given from the perspective of molecular motion, and the relationship between nonequilibrium moments and equilibrium moments is analyzed. Studies on the …