All-solid-state lithium battery (ASSLB) is considered as one of the most promising candidates for future energy storage system. High energy density ASSLB requires high active materials loading, which poses a great challenge for ensuring effective Li-ion conduction within the cathode. Constructing composite cathode by integrating solid electrolytes (SEs) inside can effectively improve the ion transport kinetics. Although significant progresses have been achieved in composite cathode research, their developments still face multiple challenges. This review systemically evaluates the different composite cathodes system and summarize the latest progress toward high performance ASSLBs with various composite cathodes. Firstly, we analyze the effects of various factors on the energy density of ASSLBs and evaluate the potentials of each material in reaching higher energy density. Then, the interfacial stability issues inside composite cathodes are summarized for different systems based on SEs category. Next, optimization strategies for better ion transport are discussed for composite cathodes. Finally, the fabrication methods of composite cathodes are concluded based on the involved SEs.