The good healthy state for the components of aircraft electromechanical system ( aircraft electromechanical system components) is an important prerequisite for the safe operation of the aircraft electromechanical system, which is of great significance to ensure the normal flight of the aircraft and the safety of the crew. The health state on-line estimation of electromechanical system components can realize the on-line estimation of component health state, and effectively support the condition-based maintenance of components and then provide decision-making reference for flight mission support. In this paper, the health state estimation methods in this field are fully analyzed, in which the typical representative of them, namely Electro-mechanical Actuator and Auxiliary Power Unit, are taken as the specific research objects. The basic concept and connotation of the estimation of the health state for aircraft electromechanical system components are presented, and the data-driven health state on-line estimation method for aircraft electromechanical system components is analyzed systematically. On this basis, the overall development trend is summarized, and the future development direction is prospected to provide references for the related researchers.