Advances in modern light sources continue to improve our understanding of the fundamental structure and microscopic dynamics of matter. As the most advanced light source, X-ray free-electron lasers provide the brightest X-rays with ultrahigh peak power, ultrashort pulse length, and excellent coherence, making it possible to detect and manipulate ultrafast processes in atomic and molecular systems. X-ray free-electron laser facilities in operation worldwide have shown great value in the application fields of physics, chemistry, biology, material science, etc. Furthermore, many efforts have focused on improving the performance of X-ray free-electron lasers, including reducing the pulse duration from femtosecond to attosecond for opening new frontiers in ultrafast science. This paper mainly reviews the recent progress of ultrafast X-ray free-electron lasers and summarizes various schemes in terms of their generation mechanisms, unique properties and latest results. Finally, it predicts the future development of ultrafast X-ray free-electron lasers.