The serious harm of volatile organic compounds (VOCs) to the ecological environment and human health has attracted widespread attention worldwide. With economic growth and accelerated industrialization, the anthropogenic emissions of VOCs have continued to increase. The most crucial aspect is to choose the appropriate adsorbent, which is very important for the VOCs removal. The search for environmentally friendly VOCs treatment technologies is urgent. The adsorption method is one of the most promising VOCs emission reduction technologies with the advantages of high cost-effectiveness, simple operation, and low energy consumption. One of the most critical aspects is the selection of the appropriate adsorbent, which is very important for the removal of VOCs. This work provides an overview of the sources and hazards of VOCs, focusing on recent research advances in VOCs adsorption materials and the key factors controlling the VOCs adsorption process. A summary of the key challenges and opportunities for each adsorbent is also provided. The adsorption capacity for VOCs is enhanced by an abundant specific surface area; the most efficient adsorption process is achieved when the pore size is slightly larger than the molecular diameter of VOCs; the increase in the number of chemical functional groups contributes to the increase in adsorption capacity. In addition, methods of activation and surface modification to improve the adsorption capacity for VOCs are discussed to guide the design of more advanced adsorbents.