Extreme marine weather phenomena have an important impact on the coastal area. Researchers have made great progress in marine extreme meteorology prediction with the help of marine big data and deep learning algorithms. In this paper， taking typical multi-scale marine extreme weather phenomena—El Ni?o， typhoon， short-term precipitation as examples， we firstly introduce the mainstream marine extreme meteorology forecast algorithms in recent years， which are mainly divided into numerical model-based methods and artificial intelligence-based algorithms. Then，we analyze the challenges and opportunities of marine extreme meteorology prediction， and summarize the research advances of various methods in detail. And， we discuss the advantages and disadvantages of existing algorithms through experiments. Finally， we briefly look forward to the development direction of marine intelligent meteorology prediction based on marine big data.