Predicting 3D structure of proteins from the amino acid sequences is one of the most important unsolved problems in computational biology and biophysics. This review article attempts to introduce the most recent effort and progress on this problem. After a brief introduction of the background and basic concepts involved in protein structure prediction, we went through the specific steps that have been taken by most typical structural modeling approaches, including fold recognition, model initialization, conformational search, model selection, and atomic-level structure refinement. Several representative structure prediction methods were introduced in detail, including those from both template-based modeling and ab initio folding approaches. Finally, we overview the results shown in the community-wide Critical Assessment of protein Structure Prediction (CASP) experiments that have been developed for benchmarking the state of the art of the field.