REBa₂Cu₃O_7-x(YBCO) high-temperature superconducting coated conductors (CCs), i.e. the second-generation high-temperature superconducting tapes, with excellent current carrying properties and mechanical behavior, are potentially applied in the fields of power, transportation, medical care, and military, receiving extensive attention from superconductor research teams in recent years. Increasing the thickness of the superconducting layer in CCs is facilitated to enhance the superconducting current transmission capability and to increase the engineering critical current density, thus being one of the major routes to reduce the cost of CCs. The "thickness effect", i.e. the critical current density (J_c) decreases with the increase in film thickness, mainly hinders the fabrication of high-quality superconducting thick films. This study introduced the preparation methods and epitaxial growth mechanism of YBCO thick films, discussed various factors that affect J_c and main ways to improve J_c, and summarized the latest research progress of YBCO thick films from major international teams.