Infrared spectroscopy is a key technique for determining material composition and surface thermophysical properties during the exploration of extraterrestrial bodies. Driven by rapid advancements in infrared detector performance and hyperspectral imaging technology, infrared payloads have been widely deployed in missions to explore solar system bodies—including the Moon, Mars, asteroids, comets, and icy moons—yielding significant results in mineralogical characterization, water and volatiles detection, organic matter identification, and the retrieval of thermophysical properties. This paper provides a comprehensive review of the evolution, technical characteristics, and detection capabilities of representative infrared payloads used in lunar and planetary exploration. It highlights key applications of infrared spectroscopy in lunar and Martian scientific research—conducted via both orbital remote sensing and in-situ exploration—covering major advances such as mapping lunar surface mineralogy and water distribution, investigating surface thermophysical properties, analyzing Martian mineral alteration and aqueous environmental evolution, monitoring atmospheric trace gas cycles, and detecting polar ice caps. Additionally, the paper outlines representative achievements in the exploration of other solar system bodies (e.g., Mercury, Venus, asteroids, comets, and icy moons), such as the detection of organic matter, water ice, hydrated minerals, and evidence of subsurface oceans. Finally, considering current trends in deep-space exploration, the paper discusses future development directions, including higher spatial and spectral resolution, broader spectral coverage, multi-platform collaborative exploration, and artificial intelligence-assisted spectral interpretation. With the deployment of next-generation infrared payloads and upcoming international deep-space missions, infrared spectroscopy is poised to play an increasingly vital role in addressing fundamental scientific questions regarding planetary formation and evolution, volatile cycling, the development of habitable environments, and the origins of life.