The solid-liquid separation of soft particles or colloids, such as water gels, proteins, emulsions, microbial cells and flocs, has become increasingly important in biochemical, food, biomedical, pharmaceutical, wastewater treatment, and chemical industrial processes in recent years for the production or recovery of high-quality or high-valuable products. Comparing with the filtration of rigid particles, the filtration of soft colloids exhibits more complex behaviors which causes much difficult in filtration analysis and device selection. The typical filtration phenomena of soft colloids, including particle deformation, creeping cake compression and liquid transfer across the interface between colloids and surroundings solvent, always result in a filter cake with extremely high specific cake filtration resistance and extremely low cake porosity. A thin compact cake layer is formed next to the membrane surface which exhibits most filtration resistances. Soft colloids are therefore very hard-to-filtered. In this article, the features of the filtration of soft colloids are described. The current development in filtration mechanisms and future prospects are reviewed and presented.