Radar observation of the Moon can be categorized as ground-based, orbit-based, orbit-ground joint and in-situ measurement. Compared with other lunar exploration methods, penetrating radar offers great advantages in both detection range and resolution. Therefore, it plays a significant role in exploration of the Moon and other planetary bodies (e.g., Mars, Venus). The radar payload has been carried or is intended to be deployed by an increasing number of missions aiming to explore the subsurface structures of extra-terrestrial celestial bodies. It is of great help in understanding the planetary surface processes and evolution. In this paper, we summarize the new discovery of the microwave radar carried by the Chang’E-3 and -4 rovers, respectively. The paper mainly focuses on a review of studies revealing the interior structure of lunar regolith, measuring the thickness of regolith, observing surface and subsurface geological structures. We also discuss the development trend and prospects of the radar payload in the future Chinese lunar exploration missions.