Traditional materials discovery is in ‘trial-and-error’ mode, leading to the issues of low-efficiency, high-cost, and unsustainability in materials design. Meanwhile, numerous experimental and computational trials accumulate enormous quantities of data with multi-dimensionality and complexity, which might bury critical ‘structure–properties’ rules yet unfortunately not well explored. Machine learning (ML), as a burgeoning approach in materials science, may dig out the hidden structure–properties relationship from materials bigdata, therefore, has recently garnered much attention in materials science. In this review, we try to shortly summarize recent research progress in this field, following the ML paradigm: (i) data acquisition → (ii) feature engineering → (iii) algorithm → (iv) ML model → (v) model evaluation → (vi) application. In section of application, we summarize recent work by following the ‘material science tetrahedron’: (i) structure and composition → (ii) property → (iii) synthesis → (iv) characterization, in order to reveal the quantitative structure–property relationship and provide inverse design countermeasures. In addition, the concurrent challenges encompassing data quality and quantity, model interpretability and generalizability, have also been discussed. This review intends to provide a preliminary overview of ML from basic algorithms to applications.