The emergence of the discrete element method (DEM) provides a powerful tool to investigate the macro–micro mechanism of soil-structure interface (SSI). Understanding the macro–micro mechanism is an important step to develop a reliable and accurate constitutive model for the interface design. In the present study, a systematic review gave the recent development with respect to the macro–micro mechanism of SSI through DEM. The summary of global macro deformation and strength behavior using DEM was followed by the introduction of DEM, including the general concept and the previous studies regarding the interface shear test DEM simulation. Special attention was paid to the thickness of the shear localization zone, interface shearing behavior inside the localized band, and its correlation with macro interface shearing behavior. Moreover, the behavior at inter-particle contacts was reviewed from the aspects of coordination number and void ratio, soil fabric and contact force chain, and stress–force–fabric relationship.