The recently discovered two-dimensional magnetic materials have attracted tremendous attention and become a cutting-edge research topic due to their long-range magnetic ordering at a single-unit-cell thickness, which not only provide an ideal platform for studying the magnetism in the two-dimensional limit and other novel physical effects, but also open up a new way to develop low-power spintronics/magnetic storage devices. In this review, first, we introduce the crystal structures, magnetic structures and magnetic properties of various recently discovered intrinsic two-dimensional magnetic materials. Second, we discuss the research progress of controlling the magnetic properties of two-dimensional magnetic materials by magnetic field, electric field, electrostatic doping, ion intercalation, stacking, strain, interface, etc. Finally, we give a perspective of possible research directions of the two-dimensional magnetic materials. We believe that an in-depth understanding of the origin and mechanism of magnetism of the two-dimensional magnetic materials as well as the study of the relationship between magnetic properties and microstructures are of great significance in exploring a magnetic material with a substantially high Curie temperature (Néel temperature), and designing multifunctional new concept devices.