Coronary artery diseases (CAD) have always been serious threats to human health. The measurement, constitutive modeling, and analysis of mechanical properties of the blood vessel wall can provide a tool for disease diagnosis, stent implantation, and artificial artery design. The vessel wall has both active and passive mechanical properties. The passive mechanical properties are mainly determined by elastic and collagen fibers, and the active mechanical properties are determined by the contraction of vascular smooth muscle cells (VSMC). Substantial studies have shown that, the two-layer model of the vessel wall can feature the mechanical properties well, and the circumferential, axial and radial strain and stress are of great significance in arterial wall mechanics. This study reviewed recent investigations of mechanical properties of the vessel wall. Challenges and opportunities in this area are discussed relevant to the clinical treatment of coronary artery diseases.