The structure of coke affects its reactivity and strength, which directly influences its performance in the blast furnace. This review divides coke structures into chemical structure, physical structure, and optical texture according to their relevant characteristics. The focuses of this review are the current characterization methods and research status of the coke structures. The chemical structures (element composition and functional group) can be characterized by elemental analysis, Fourier transform infrared spectroscopy (FTIR), Raman spectroscopy (Raman), X-ray photoelectron spectroscopy (XPS), and nuclear magnetic resonance imaging technology (13C NMR). The physical structures (pore structure and micro-crystallite structure) can be characterized by image method, X-ray CT imaging technique, mercury intrusion method, nitrogen gas adsorption method, X-ray diffraction method (XRD), and high-resolution transmission electron microscopy (HRTEM). The optical textures are usually divided and counted by a polarizing microscope. In the end, this review provides an idea of the construction of a coke molecular structural model, based on the above characterization. With the coke model, the evolution principles of the coke can be calculated and simulated. Hence, the coke performance can be predicted and optimized.