Studying the motion and load-bearing characteristics of the planetary roller screw mechanism is the basis for the structural design and performance optimisation of the mechanism. The mechanical structures and working principles of different kinds of planetary roller screw mechanisms are summarised. Published papers on kinematic, load-bearing and dynamic models of the planetary roller screw mechanism are reviewed. Based on the slip state in point contacts at the screw–roller and the nut–roller interfaces, the kinematic models are divided into three types. The finite element method and numerical theory are the two main methods used to develop the load-bearing models. Current dynamic models differ mainly concerning whether they take the rotation of the screw into consideration. In this work, each kind of model is presented in detail along with relevant literature. The main conclusions for each type of model are discussed, and an overview of the future evolution of motion and load-bearing characteristics of the planetary roller screw mechanism are given.