With the rising demand for nuclear energy, the storage/transportation of radioactive nuclear by-products are critical safety issues for humans and the environment. These by-products are closely related to various nuclear radiations. In particular, neutron radiation requires specific protection by neutron shielding materials due to its high penetrating ability to cause irradiation damage. Herein, a basic overview of neutron shielding is presented. Since gadolinium (Gd) has the largest thermal neutron capture cross-section among various neutron absorbing elements, it is an ideal neutron absorber for shielding applications. In the last two decades, there have been many newly developed Gd-containing (i.e., inorganic nonmetallic-based, polymer-based, and metallic-based) shielding materials developed to attenuate and absorb the incident neutrons. On this basis, we present a comprehensive review of the design, processing methods, microstructure characteristics, mechanical properties, and neutron shielding performance of these materials in each category. Furthermore, current challenges for the development and application of shielding materials are discussed. Finally, the potential research directions are highlighted in this rapidly developing field.