This review provides a comprehensive summary of the skin penetration pathways of xenobiotics, including metals, organic pollutants, and nanoparticles (NPs), with a particular focus on the methodologies employed to elucidate these penetration routes. The impacts of the physicochemical properties of exogenous substances and the properties of solvent carriers on the penetration efficiencies were discussed. Furthermore, the review outlines the steady-state and transient models for predicting the skin permeability of xenobiotics, emphasizing the models which enable realistic visualization of pharmaco-kinetic phenomena via detailed geometric representations of the skin microstructure, such as stratum corneum (SC) (bricks and mortar) and skin appendages (hair follicles and sebaceous gland units). Limitations of published research, gaps in current knowledge, and recommendations for future research are highlighted, providing insight for a better understanding of the skin penetration behavior of xenobiotics and associated health risks in practical application contexts.