The behavioral ecology of penaeid shrimps has been studied extensively in many countries due to their special ecological habit and important position in sea water aquaculture. This paper reviewed the recent literatures on the behavior of penaeid shrimps, including feeding, locomotion, defense, mating, spawning, molting, burrowing and emergence, with the differences of the behavior in different habitats discussed. The existing research problems, and the study directions of penaeid shrimps in the future, e. g., the feeding strategies and mechanisms in various circumstances, the selection and adaptability to environmental factors, and the practical application of penaeid shrimps behavior theory, were put forward.