Memristor, fusing the functions of storage and computing within a single device, is one of the core electronic components to solve the bottleneck of von Neumann architecture. With the unique volatile/non-volatile resistive switching characteristic, memristor can simulate the function of synapses/neurons in brain well. In addition, due to the compatibility with traditional complementary metal-oxide-semiconductor (CMOS) processes, metal-oxide-based memristors have received a lot of attention. In recent years, many kinds of metal-oxide memristors based on single dielectric layer have been proposed. However, there are still some problems such as the instability of switching voltage, fluctuation of high/low resistance state and poor endurance of memristive device. Thus, the researchers have successfully optimized the device performance by introducing the double dielectric layer into the metal-oxide memristors. In this article, we introduce the advantages of double dielectric layers-based metal-oxide memristors, and discuss their mechanism and design of double dielectric layers-based metal-oxide memristors. Eventually, we introduce their potential applications in neuromorphic computing. This review provides some enlightenment on how to design high-performance metal-oxide memristor based on double dielectric layers.