Methods, as well as challenges, in experimental studies on Hawking-Unruh radiation (HUR) with high-intensity laser (HIL) will be reviewed in this paper. Hawking-Unruh radiation is one of the most important effects in quantum gravity. Experimental studies on it are critical for the development of quantum gravity theories, or theories like the Theory of Everything etc. Various experimental methods have been developed to study the HUR, including high-intensity laser, storage ring, Penning trap, Bose-Einstein condensate, acoustic methods etc. There are two major types of HUR studies with HILs today, the artificial optical blackhole method and the laser acceleration method. In the 1st method, nonlinear properties of optical media are used to generate artificial blackholes as platforms for studies on related phenomena including HUR. In the 2nd method, electrons’ HUR radiation spectra under extreme HILs are expected.