Estuarine and coastal environments have experienced dissolved oxygen (DO hereafter) depression and hypoxia due to increasingly intensified anthropogenic eutrophication and climate warming. This review compared diverse systems in Chinese coastal waters that experience DO depletion or hypoxia, aiming to identify essential aspects in advancing the abilities in comprehensively understanding DO dynamics across systems that span wide ranges of physical and biogeochemical environments. The coastal DO depression and relevant ecological consequences around the world are generally overviewed. DO depression in specific systems around Chinese coastal waters, ranging from large estuarine-coastal system to small embayment, are selected to synthetically understand the environment, the controlling processes, the evolution of eutrophication level, and the potential environmental changes under warming trend. Stressed ecosystems would be put at higher risks with high confidence due to increased complexity and uncertainty caused by future socioeconomic transformation and climate warming. This review proposes key aspects to advancing the abilities in predicting, managing, and mitigating DO stress for marine ecosystems in Chinese coastal waters, potentially providing a framework to discuss future DO changes in the coastal waters worldwide.