Recently, mobility has gathered tremendous interest as the users’ desire for consecutive connections and better quality of service has increased. An accurate prediction of user mobility in mobile networks provides efficient resource and handover management, which can avoid unacceptable degradation of the perceived quality. Therefore, mobility prediction in wireless networks is of great importance and many works have been dedicated to this issue. In this paper, the necessity of mobility prediction, together with its intrinsic characteristics in terms of movement predictability, prediction outputs, and performance metrics is discussed. Moreover, the learning perspective of solutions to mobility prediction has been studied. Specifically, an overview of the state-of-the-art approaches is provided, including Markov chain, hidden Markov model, artificial neural network, Bayesian network, and data mining based on different kinds of knowledge. At last, this paper also explores the open research challenges due to the advent of the fifth-generation mobile system and puts forward some potential trends in the near future.