The sparse atmosphere on the surface of Mars provides the necessary flight conditions for Mars unmanned aerial vehicles (UAVs) to perform low-altitude flights. This work presents a comprehensive overview of key technologies in the development of Mars UAVs, with a specific focus on rotary-wing Mars UAVs. It summarizes prototypes of rotary-wing Mars UAVs developed by various global research institutions. It reviews essential technologies in rotary-wing Mars UAV research, including the Mars near-surface atmospheric environment, aerodynamic characteristics, and principles of low-pressure flight control. This work also summarizes various experimental setups and ground test results for rotary-wing Mars UAVs. Furthermore, it discusses the future development trends of rotary-wing Mars UAVs.