Quantum spin liquids represent novel quantum states in strongly correlated systems that transcend conventional magnetic order. Kitaev quantum spin liquids have emerged as a central platform for topological quantum computation due to their exact solvability, topological order, and non-Abelian Majorana spinon excitations. This paper systematically reviews recent advances in Mott physics and electronic tunneling spectroscopy of Majorana spinons in Kitaev quantum spin liquids. We first introduce the differences between Kitaev quantum spin liquids and geometrically frustrated quantum spin liquids, as well as their topological properties and fractionalized excitation mechanisms, and highlight α-RuCl₃ as the most promising experimental candidate, which hosts a quasi-two-dimensional honeycomb lattice, strong spin-orbit coupling, and Mott insulating behavior. Signatures consistent with fractionalized excitations have been observed via inelastic neutron scattering, Raman spectroscopy, thermal Hall effect and other techniques, yet key issues such as the physical origin of magnetic excitations and the mechanism of quantized thermal conductivity remain under debate. We then focus on the unique capability of electronic tunneling spectroscopy, particularly scanning tunneling microscopy/spectroscopy for detecting Majorana spinons. We review two dominant tunneling mechanisms—inelastic tunneling and spin-charge separation-recombination—and summarize important experimental findings including the temperature and dimensional dependence of the Mott gap in α-RuCl₃, as well as the modulation of incommensurate electronic states in thin-film samples. Finally, we discuss current bottlenecks such as material defects, tunneling signal-to-noise ratio, and spectral interpretation, and outlook future directions toward obtaining direct spectroscopic evidence of Majorana excitations via high-quality thin-film growth, multi-external-field tuning, and high-resolution tunneling characterization. This review aims to provide a foundation for the experimental verification of Kitaev quantum spin liquids and their applications in topological quantum science.