Sea land breeze is a mesoscale weather system due to the different heating between sea and land, with important influence in air quality, weather and climate of coastal areas. This paper describes the study of sea land breeze on observation, theory and numerical simulation, and in addition the characteristics of sea land breeze in three coastal areas in China. Sea land breeze is a common phenomenon in coastal area. It has been observed in mid latitudes, also high and low latitudes by field experiments since the 1960s. Theoretical studies can be divided into the analytical and the numerical studies. The analytical studies began from analyzing the force balance in the 1920s, and went into thermodynamic equilibrium and nonlinear dynamic characteristics of sea land breeze, combined with numerical simulation at last. The numerical studies have gone into practical application. Studies have shown that sea breeze begins in the late morning, ends in different time in regions. Land breeze begins in midnight, ends in the morning. Sea land breeze may cause the accumulation of pollutants, making the air quality worse. It should be paid attention.