As an important communication tool, audio is ubiquitous in marketing. Compared with other marketing communication tools (such as text, picture, smell, etc.), audio has the advantages of wide channels, implicit and deep influence, and unobservable marketing purposes, which has attracted the attention of academia and practice. Understanding the specific role and theoretical mechanism of audio in marketing is the key premise for the effective use of audio, and an important issue to promote audio research. This paper systematically introduces the development of audio research and reveals the keywords of three major themes of audio research, including sensory marketing, multimodal, and AI. Audio can lead to a series of emotional and cognitive responses, and then promote individual purchase and prosocial behaviors to achieve the marketing effect or marketing performance. Neural mechanism, attentional control theory, prediction processing theory, and associative psychology are the key perspectives to understand the marketing effect of audio. This paper summarizes and compares the analysis methods of audio, and sorts out the technical process of automatic extraction and calculation. Finally, this paper puts forward four future topics, including the research on AI audio, Chinese native sound, and AIGC multimodal sound, and the development of automatic extraction technique.