Rock burst is the most attractive and hot research area in geomechanics, mining, and civil engineering due to the increasing depth of mines and construction of deep underground structures. It has also been a severe problem in ground control measures in the last few decades. Many studies have been done by different researchers in order to minimize the hazards of rock burst and to provide a safe mining/working environment. It is important to review the current advancement of rock burst prediction and its preventive measures. This paper reviews the experimental progress of rock burst warning, prediction, control measures, and potential damage measures. Different effective methods of rock burst prediction and control are also described.