Thiazide diuretics as first-line antihypertensive drugs, diuretic drugs of chlorthalidone and hydrochlorothiazide in this category are more commonly used. In recent years, chlorthalidone and hydrochlorothiazide attracted the attention of many researchers. Some evidences proved that the efficacy of chlorthalidone in the treatment of hypertension and reducing cardiovascular events was superior to hydrochlorothiazide, but the applications of chlorthalidone was far from hydrochlorothiazide. In this paper, aiming at the reasons of chlorthalidone not commonly used, the efficacy of chlorthalidone and hydrochlorothiazide on reducing of cardiovascular events was compared from clinical application, pharmacodynamics, clinical pharmacokinetics, and the research progress on the compounds of chlorthalidone and hydrochlorothiazide are also reviewed.