Femtosecond optical frequency combs have revolutionized the precision measurement of optical frequency and ultrafast science. Furthermore, the frequency combs expended to extreme ultraviolet (XUV) wavelength could provide an effective tool in attosecond pulse generation, nonlinear optics in ultraviolet, spectroscopy of electronic transitions and experiment of quantum electrodynamics. XUV femtosecond optical frequency combs need to be indirectly obtained by means of high-harmonic generation (HHG) drived by femtosecond pulses with high-repetition rate and extremely high peak power. In this review, firstly, the generation principle and the driving laser source requirements of femtosecond pulses generation in XUV spectral range are introduced. Basing on the requirements of driving laser sources, the several femtosecond laser amplification techniques are described, such as chirped pulse amplification (CPA), optical parametric chirped pulse amplification (OPCPA), double cladding pumped fiber amplifier and femtosecond enhancement cavity (fsEC). Meanwhile, the relative merits and applicability of which for XUV femtosecond optical frequency combs generation are compared. Secondly, in the HHG process, the XUV is generated collinearly or non-collinearly with the optical driving field. For the collinear generation process, one of the fundamental challenges is the design of a high-efficiency XUV output coupler. Here, three methods for out-coupling the XUV are expounded. Also, the theory of non-collinear XUV generation is mentioned. Finally, some typical research progress of XUV femtosecond optical frequency combs generation based on fsEC, OPCPA and femtosecond oscillators are reviewed respectively, as well as the current problems that need to be optimized are summarized.