EEG-based brain-controlled mobile robots can serve as powerful aids for severely disabled people in their daily life, especially to help them move voluntarily. In this paper, we provide a comprehensive review of the complete systems, key techniques, and evaluation issues of brain-controlled mobile robots along with some insights into related future research and development issues. We first review and classify various complete systems of brain-controlled mobile robots into two categories from the perspective of their operational modes. We then describe key techniques that are used in these brain-controlled mobile robots including the brain-computer interface techniques and shared control techniques. This description is followed by an analysis of the evaluation issues of brain-controlled mobile robots including participants, tasks and environments, and evaluation metrics. We conclude this paper with a discussion of the current challenges and future research directions.