Abstract: The Moon and Mars are adjacent to Earth and are starting stations for human exploration of the Universe. An in-depth study of the lithospheric structure of the Moon and Mars can reveal the composition and structure of their crust and mantle systems and deepen our understanding of their origins and thermal evolution histories, providing essential references for studies of Earth's origin and evolution. With the vigorous international development of deep space exploration in recent years, the accuracy and resolution of gravity field models for the Moon and Mars have increased. Significant scientific advances have been made in the studies of lunar and Martian lithospheric structures based on gravity data. This article briefly introduces exploration plans and gravity field models for the Moon and Mars and elaborates on achievements in the lithospheric structures of the Moon and Mars by applying their gravity fields. Finally, we present a summary and outlook on research into the lithospheric structures of the Moon and Mars. Methods to overcome uncertainties in gravitational fields for studying the lithospheric structures of the Moon and Mars have been proposed. We hope that this review can assist in promoting gravity exploration on the Moon and Mars and research into their lithospheric structures.