Li metal has been regarded as one of the most promising anodes for high-energy-density storage systems due to its high theoretical capacity and lowest electrochemical potential. Unfortunately, an unstable and non-uniform solid electrolyte interphase (SEI) deriving from the spontaneous reaction between Li metal anode and electrolyte causes uneven Li deposition, resulting in the growth of Li dendrites and low Coulombic efficiency, which have greatly hindered the practical application of Li metal batteries. Thus, the construction of a stable SEI is an effective approach to suppress the growth of Li dendrites and enhance the electrochemical performances of Li metal anode. In this review, we firstly introduce the formation process of inferior SEI of Li metal anode and the corresponding challenges caused by the unstable SEI. Next, recent progresses to modify SEI layer through the regulation of electrolyte compositions and ex-situ protective coating are summarized. Finally, the remained issues, challenges, and perspectives are also proposed on the basis of current research status and progress.