Malignant biliary obstruction (MBO) leads to obstructive jaundice as a result of bile excretion disorder, which may cause complications such as cholangitis, sepsis, hepatic failure and even life-threatening. Biliary drainage is an effective mean to relieve symptoms and improve patients' quality of life. At present, endoscopic retrograde cholangiopancreatography (ERCP) is the first-line palliative treatment for MBO patients without surgical opportunity. In recent years, endoscopic ultrasound-guided biliary drainage (EUS-BD) has been gradually accepted as an alternative to percutaneous transhepatic biliary drainage (PTBD) in MBO with failed ERCP. The available evidence suggests that EUS-BD might even replace ERCP as the first-line procedure in patients with malignant distal biliary obstruction by experienced surgeons. This paper reviews the research progresses of EUS-BD in MBO.