Electrokinetic phenomena are a family of dynamic phenomena that occur commonly in the interfaces of solids and ionic liquids. All the electrokinetic phenomena originate from the same source of the electrical double layer formed at the interface, and are widely used in areas such as separation of mass and protein, purification of water, detection of molecules and particles and gene sequencing. A brief historical review of the discovery of electrokinetic phenomena is firstly given here, and the development of the electrical double layer theory is described in details. The important classical electrokinetic phenomena are introduced. Especially, the newly discovered electrokinetic phenomena in graphene are introduced and compared with the classical phenomena. The review is aimed to deepen our understanding of the physical mechanisms of electrokinetic phenomena and enhance their applications.