Gas hydrates are crystalline solids, where gas molecules are trapped in cavities constructed by hydrogen-bonded water molecules under relatively high-pressure and low-temperature conditions. Hydrates play a crucial role in the global energy system, serving as possible blockages in traditional oil and gas transportation, ideal clean energy sources formed naturally, and a potential long-term carbon sequestration media. Besides, it is with great potential to apply hydrate-based technology in environmental fields, such as gas separation and purification, seawater desalination, wastewater purification, etc. Whether in natural or industrial systems, hydrates share interfaces with a variety of substances, including gases, different liquids (such as oil, aqueous solutions), and different solids (such as sediments, pipe walls), among others. For the enhanced progress of hydrate-based technology, it is of great significance to conduct an in-depth study into the unique features of hydrate formation at interfaces and the corresponding factors. On the basis, this paper reviews the significant insights generated by recent researches in understanding of hydrate nucleation and growth mechanisms at interfaces. Special focus is laid on the interactions among gas, liquid and solid, as well as the impacts of other prominent factors (driving force, additives, gas composition etc.) on hydrate formation. The essential physical and chemical insights presented in this review may be of worth in better design of the research methods and industrial applications.