In recent decades, cementless implants have been widely used in clinical practice to replace missing organs, to replace damaged or missing bone tissue or to restore joint functionality. However, there remain risks of failure which may have dramatic consequences. The success of an implant depends on its stability, which is determined by the biomechanical properties of the bone-implant interface (BII). The aim of this review article is to provide more insight on the current state of the art concerning the evolution of the biomechanical properties of the BII as a function of the implant's environment. The main characteristics of the BII and the determinants of implant stability are first introduced. Then, the different mechanical methods that have been employed to derive the macroscopic properties of the BII will be described. The experimental multi-modality approaches used to determine the microscopic biomechanical properties of periprosthetic newly formed bone tissue are also reviewed. Eventually, the influence of the implant's properties, in terms of both surface properties and biomaterials, is investigated. A better understanding of the phenomena occurring at the BII will lead to (i) medical devices that help surgeons to determine an implant's stability and (ii) an improvement in the quality of implants.