Cross-media vehicles (CMV), which have the ability to travel freely in both air and water, are regarded as a breakthrough technology for expanding the domains of airborne and maritime exploration. However, the water-entry process of CMV is accompanied by significant impact loads, which can easily cause damage to the nose, fuselage, tail, and other key components, thereby severely affecting the stability and safety of navigation. Focusing on the issues of water-entry strategies and associated impact loads, this paper reviews the development of related research both domestically and internationally from three perspectives: water-entry methods of cross-media vehicles, traditional load-shedding methods, and biomimetic load-shedding methods. Based on the current state of development in water-entry load reduction technologies for CMV, the paper summarizes key technical challenges and presents future prospects. The findings indicate that water-entry load-shedding methods and associated technologies remain immature. Material and structural design constitute a central focus in load reduction research. Numerical simulations and model tests are the primary methods for studying water-entry load-shedding. The advancement of biomimetic technologies is expected to enhance the load-shedding performance of cross-media vehicles and foster innovation in design concepts.