The impact of dust aerosols on the climate and environment of Earth and Mars is complex and forms a major area of research. A difficulty arises in estimating the contribution of small-scale dust devils to the total dust aerosol. This difficulty is due to uncertainties in the amount of dust lifted by individual dust devils, the frequency of dust devil occurrence, and the lack of statistical generality of individual experiments and observations. In this paper, we review results of observational, laboratory, and modeling studies and provide an overview of dust devil dust transport on various spatio-temporal scales as obtained with the different research approaches. Methods used for the investigation of dust devils on Earth and Mars vary. For example, while the use of imagery for the investigation of dust devil occurrence frequency is common practice for Mars, this is less so the case for Earth. Modeling approaches for Earth and Mars are similar in that they are based on the same underlying theory, but they are applied in different ways. Insights into the benefits and limitations of each approach suggest potential future research focuses, which can further reduce the uncertainty associated with dust devil dust entrainment. The potential impacts of dust devils on the climates of Earth and Mars are discussed on the basis of the presented research results.