Shale oil reservoirs, characterized by low porosity and low permeability, yield a recovery rate of less than 10% even after the implementation of horizontal wells and multi-stage hydraulic fracturing. The utilization of gas huff and puff technology can establish an effective pressure displacement system and supplement formation energy in these reservoirs, thereby achieving a substantial increase in shale oil production. The mechanism and main influencing factors of improving shale oil recovery through CO2, N2, hydrocarbon gas huff and puff, and auxiliary gas medium huff and puff were summarized. The advantages and disadvantages of different gas injection media were compared. It further delves into the implications and applications of three optimization study methods, along with their strengths and weaknesses, namely physical simulation experimental method, reservoir numerical simulation, and optimization algorithms. Lastly, the future trajectory of huff and puff technology with varying injection gases is explored to provide reference for medium selection of shale oil development and methods for parameter optimization.