The significant advances in innovative cementitious material lead to the generation of steel fiber reinforced cementitious composite (SFRCC). SFRCC is characterized by excellent compressive strength and durability, which exhibits great potential application in innovative and specialized structures. However, the brittle failure mode of SFRCC is still observed under tension and extreme loads due to the weak interfacial performance between steel fiber and cementitious matrix, resulting in a high risk of catastrophic failure. Therefore, a lot of approaches have been proposed and applied to enhance the interfacial performance of SFRCC from the perspectives of cementitious matrix and steel fiber. In this paper, advanced interfacial approaches for SFRCC, i.e. mechanical enhancement of cementitious matrix, physical arrangement and chemical modification of steel fiber, are systematically presented and summarized. To estimate the effect of these approaches on the global mechanical performance of SFRCC, the structural performance of SFRCC with interfacial modulation is reviewed, and the underlying mechanisms behind these approaches are illustrated through macroscale characterizations. Furthermore, the key challenges and future prospects of the enhancement approaches are also discussed, which is expected to provide insightful viewpoints on interfacial performance enhancement and accelerate the application of SFRCC in practical engineering.