Soil and water loss is a severe environmental problem in tropical and subtropical Asia (TSA). This review systematically summarizes the techniques that have been widely applied in the TSA region and compares the conservation efficiency of these techniques based on the runoff and sediment reduction ratios (η_r and η_s). The results show that the current techniques can be divided into biological, engineering and agricultural practice measures, and in most cases, their efficiencies in reducing sediment loss (η_s = 14.0–99.5%, 61.3–100.0% and 0.6–95.4%, respectively) were higher than in reducing runoff loss (η_r = 2.8–9.38%, 0.28–83.3% and 1.62–70.2%, respectively). Monocultures of single tree species (e.g., Pinus massoniana) sometimes showed very limited conservation effects. Vetiver and alfalfa were more effective at reducing soil loss than other hedgerow species. Contour tillage, ridge farming, and reduced tillage generally showed high efficiencies in reducing soil loss compared with other agricultural practice measures. The combination of engineering and biological techniques could more effectively reduce soil and water loss compared with the application of these techniques along. Future works should be conducted to build unified technical standards and reasonable comprehensive evaluation systems, to combine these techniques with environmental engineering technologies, and to develop new amendment materials.