Pregnane X receptor (PXR), termed with its cognate ligand, is a member of the nuclear receptor superfamily. PXR is expressed mainly in liver, intestine, stomach and kidney, and plays a central role in protecting tissues from potentially toxic exogenous and endogenous compounds. Recently, increasing evidence suggests that PXR may play an important role in regulating cholesterol, lipid as well as glucose homeostasis, via regulating its downstream target genes. Advances on research of PXR were extensively discussed in this review.