Transport properties of working fluids are of great importance of analyses of supercritical thermodynamic cycles. However, at the present stage, the lack of available data poses critical challenges to the application of cutting-edge working fluids in supercritical thermodynamic cycles. Accordingly, molecular dynamics simulation emerges as a powerful tool to explore the transport properties of supercritical working fluids. Particularly, when an appropriate force field is applied to the molecular system, transport properties with an acceptable accuracy can be obtained through molecular dynamics simulation due to its solid foundation of statistical thermodynamics. Thereby, the expensive supercritical experiments can be avoided and there's a key advantage of molecular dynamics simulation in cost and safety over experiments. In this study, a comprehensive review on molecular dynamics simulation applied in transport properties prediction of supercritical working fluids is proposed. The review first covers an introduction of transport properties calculation through molecular dynamics simulation. Pros and cons of both equilibrium and non-equilibrium molecular dynamics are proposed as well. Besides, the knowledge gap, as well as the development prospect is also proposed. Finally, in order to provide a clear understanding and evaluate the predictive ability, a case study for one of the supercritical working fluids is proposed. Specially, the studied working condition covers a region where the applicability of existing predictive models are invalid. The study suggests that molecular dynamics simulation have the ability to predict transport properties in supercritical region. For thermal conductivity, non-equilibrium molecular dynamics methods are recommended, while equilibrium molecular dynamics for viscosity.