Abstract: Ceramic-matrix composites (CMCs) are typical difficult-to-machine materials, which possess great hardness—second only to diamond and cubic boron nitride—and anisotropy. The fundamental structure of CMCs parts in aeroengines is the embedded holes (air film holes, etc.) in the hot-section components. These holes are crucial for the preparation and molding of CMCs components as well as the service life. The categorization of embedded holes in hot-section CMCs components is given in this paper. The processing principles, process characteristics, selection of process parameters, characteristics of the processing defects and formation mechanism, etc., are all determined by analyzing the methods used for processing CMCs embedded holes, including conventional mechanical processing methods, ultrasonic vibration-assisted processing methods, laser processing methods, etc. Recommendations for the processing of CMCs embedded holes with different diameters and depth-to-diameter ratios are also provided.