It was proposed in 1961 that water ice could be preserved in the permanent shadowed crater of the polar region. However，scientists cannot find any evidence to support this assumption in 1960s~1980s，even if the detailed analysis of lunar sample in the ground laboratories. Some ambiguous proofs，which was based on science data from 1994’s Clementine and 1998’s Lunar Prospector orbiter，were put forward. Doubts and disputes for the interpretation of the data were lasted to now. In the recent years，great progress has been made in the research of lunar ice. This paper reviewed the history of the detection of water on the Moon. New evidence for lunar ice was also discussed. In 2008，water in the Apollo volcanic glass beads was reported. In 2009，water signals were detected from the results of the impact of LCROSS. In 2010，trace hydrogen was found in the Apollo apatite-bearing basalt. Mini-SAR aboard on Indian Chandrayaan-1 orbiter，which was developed by NASA，has also found evidence of lunar ice. All these results and evidence have provided powerful supports for the existence of water on the Moon.