The magnesium-sulfur (Mg-S) battery is a promising next-generation battery system for large-scale energy storage applications due to its low cost, high safety, and high volumetric energy density. However, this battery system is still facing challenges such as rapid capacity loss and low polysulfide utilization caused by the polysulfide "shuttle effect" during charging and discharging. Therefore, it is necessary to evaluate the progress of work to improve the shuttle effect in Mg-S batteries urgently. To provide researchers with a systematic insight into the shuttle effect of Mg-S batteries, this review is divided into three main stages based on the movement path of polysulfide during discharge. Improvement strategies for each stage are summarized in detail. Additionally, the role of copper collectors is evaluated, and the idea of applying the "uphill diffusion" theory to Mg-S batteries is proposed to optimize existing methods and develop innovative processes for this battery system. By focusing on these key aspects, this review aims to provide a comprehensive and focused evaluation of the current state of research on Mg-S batteries.