Proton exchange membrane fuel cells (PEMFCs) are attracting attention for their green, energy-saving, and high-efficiency advantages, becoming one of the future development trends of renewable energy utilization. However, there are still deficiencies in the gas supply system control strategy that plays a crucial role in PEMFCs, which limits the rapid development and application of PEMFCs. This paper provides a comprehensive and in-depth review of the PEMFC air delivery system (ADS) and hydrogen delivery system (HDS) operations. For the ADS, the advantages and disadvantages of the oxygen excess ratio (OER), oxygen pressure, and their decoupling control strategies are systematically described by the following three aspects: single control, hybrid control, and intelligent algorithm control. Additionally, the optimization strategies of the flow field or flow channel for oxygen supply speeds and distribution uniformity are compared and analyzed. For the HDS, a systematic review of hydrogen recirculation control strategies, purge strategies, and hydrogen flow control strategies is conducted. These strategies contribute a lot to improving hydrogen utilization rates. Furthermore, hydrogen supply pressure is summarized from the aspects of hybrid control and intelligent algorithm control. It is hoped to provide guidance or a reference for research on the HDS as well as the ADS control strategy and optimization strategy.