In recent years, microbiome study based on high-throughput gene sequencing has greatly deepened the understanding of the relationship between gut microbiota and health. However, gene sequencing method cannot directly determine the functional activity of microorganisms. It is difficult to identify the key functional molecules in microorganisms. Application of this single technology cannot answer some key scientific questions which members of gut microbiota and how they affect the host. The disadvantages of singles-omics research are obvious, and it is imperative to perform more multi-omics studies. Metabolomics of the gut microbiota takes all small molecular metabolites of microbial community as the research object. It can discover the key metabolites of intestinal microorganisms with the pathophysiological changes of host. It provides clues for the study of microbial-host interaction mechanism and becomes an important complement to gut functional metagenomics. Integration study of gut functional metagenomics and metabolomics have made a lot of progress in host physiology, disease pathology and other aspects, showing a promising future. However, there are some crucial problems in multi-omics study of gut functional metagenomics and metabolomics, such as misapplication of various methods, resulting in inconsistency between relevant conclusions and biological knowledge. In order to help the proper application of multi-omics study on gut functional metagenomics and metabolomics, this paper reviewed the principles, advantages, disadvantages and application scope of various multi-omics data integration analysis methods, and gave some application suggestions.