Theoretical simulations of electrocatalysis are vital for understanding the mechanism of the electrochemical process at the atomic level. It can help to reveal the in-situ structures of electrode surfaces and establish the microscopic mechanism of electrocatalysis, thereby solving the problems such as electrode oxidation and corrosion. However, there are still many problems in the theoretical electrochemical simulations, including the solvation effects, the electric double layer, and the structural transformation of electrodes. Here we review recent advances of theoretical methods in electrochemical modeling, in particular, the double reference approach, the periodic continuum solvation model based on the modified Poisson-Boltzmann equation (CM-MPB), and the stochastic surface walking method based on the machine learning potential energy surface (SSW-NN). The case studies of oxygen reduction reaction by using CM-MPB and SSW-NN are presented.