Atomic force microscopy (AFM) has found a wide range of bio-applications in the past few decades due to its ability to measure biological samples in natural environments at a high spatial resolution. AFM has become a key platform in biomedical, bioengineering and drug research fields, enabling mechanical and morphological characterization of live biological systems. Hence, we provide a comprehensive review on recent advances in the use of AFM for characterizing the biomechanical properties of multi-scale biological samples, ranging from molecule, cell to tissue levels. First, we present the fundamental principles of AFM and two AFM-based models for the characterization of biomechanical properties of biological samples, covering key AFM devices and AFM bioimaging as well as theoretical models for characterizing the elasticity and viscosity of biomaterials. Then, we elaborate on a series of new experimental findings through analysis of biomechanics. Finally, we discuss the future directions and challenges. It is envisioned that the AFM technique will enable many remarkable discoveries, and will have far-reaching impacts on bio-related studies and applications in the future.