With the demand for mineral and energy resources at great depth increasing rapidly, scientists and engineers are faced with difficult exploitation problems from the deep, to determine or define in situ stresses accurately is one of the most fundamental tasks to solve the above problems. This paper summarizes 26 stress estimate and measurement methods widely used in energy and mining industry, and briefly reviews the mechanical principles and development history of these methods. From the viewpoint of where these data come from, these 26 methods can be classified into five categories, core based method, borehole based method, geological method, geophysical method and underground opening based method. From the point of meeting the needs of human beings, these methods also can be divided into two groups, active methods, and phenomenon based methods. For social infrastructures, deep exploitation of energy and mineral resources, the active methods are more applicable. The different methods reflect stress information at different volume scales, but the methods based on the large scale rock mass may offer more stable and reliable stress data for the analysis of a regional stress field. Finally, the author discusses some future prospects of the in situ stress measurement techniques.