Evolutionary algorithms (EAs) have received increasing interests both in the academy and industry. One main difficulty in applying EAs to real-world applications is that EAs usually need a large number of fitness evaluations before a satisfying result can be obtained. However, fitness evaluations are not always straightforward in many real-world applications. Either an explicit fitness function does not exist, or the evaluation of the fitness is computationally very expensive. In both cases, it is necessary to estimate the fitness function by constructing an approximate model. In this paper, a comprehensive survey of the research on fitness approximation in evolutionary computation is presented. Main issues like approximation levels, approximate model management schemes, model construction techniques are reviewed. To conclude, open questions and interesting issues in the field are discussed.