Hydrogen spillover is crucial for hydrogenation reactions on supported catalysts. The properties of supports have been reported to be very important for affecting hydrogen spillover and the subsequent hydrogenation process. The introduction of oxygen vacancies offers a promising strategy to enhance efficiency of catalysts. Recent advanced characterization and theoretical modeling techniques have provided us with increasing new insights for understanding hydrogen spillover effects. However, a comprehensive understanding of oxygen vacancy effects on hydrogen spillover and hydrogenation efficiency of catalysts is still lacking. This review focuses on the recent advances in support effects especially oxygen vacancy effects on improving the efficiency of catalysts from three process aspects including hydrogen dissociation, active hydrogen spillover, and hydrogenation by spillover. The challenges in studying the effects on hydrogenations by spillover on the supported catalysts are highlighted at the end of the review. It aims to provide valuable strategies for the development of high-performance catalytic hydrogenation materials.