Natural gas hydrate is an alternative potential energy source that contributes to depressurizing the pressure of energy supply and environmental pollution in the future. Field hydrate production has a close association with geological risks. In this regard, accurate estimation of strength and deformation properties is crucial to risk prevention and control during hydrate development. However, the geomechanical properties of hydrate-bearing sediments and their applications remain unclear. Herein, this work provides a comprehensive summary of studies on the mechanical characteristics of hydrate-bearing sediments and their applications in field trials. It starts with the main research methods, including laboratory tests, constitutive modeling, and numerical simulations, followed by the effects of clay content, hydrate distribution, and morphology on mechanical properties. Besides, typical applications of geomechanical parameters are examined and discussed. Finally, the challenges and perspectives of mechanical studies on hydrate-bearing sediments are presented, which is favorable for the evaluation and control of geological risks during hydrate exploration and development.