The Moon is the primary target of human deep space exploration. The internal structure of the Moon is an essential window for us to understand the formation and evolution of the Moon and the Earth-Moon system. Compared with other geophysical fields, the gravity field model of the Moon plays an important role in the investigating of its interior structure because of its global uniform coverage and continuous improvements on its resolution and accuracy. This paper addresses the scientific applications of the lunar gravity field to investigate the Moon's internal structure. The role played by the lunar gravity data in lunar internal structure study is discussed, including the crust, mantle and lunar core, with emphasis on the contribution of higher degree gravity field models to the study of shallow structures. The remaining problems associated with the internal structure's inversion using lunar gravity data are also analyzed in the paper. Finally, we looked forward to the development of lunar gravity detection techniques and the prospects for future applications of gravity field to study the lunar interior structure.