This work reviewed the advance of the discrete-continuum hybrid multi-scale model for computational fluid mechanics. The significance, setup procedure and development progress of hybrid multi-scale model are further introduced. In the second part, the hybrid DSMC-NS method for rarefied gas flow and the hybrid MD-NS method for nano-and micro-fluid flows were reviewed. The merits and drawbacks of hybrid multi-scale model were summarized and the possible future research focuses were also highlighted.