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The brittle fracture pattern in plastics associated with low toughness performance have a negative effect on their performance especially for long-term and specialized applications. This review provides a comprehensive understanding of toughening mechanisms in polyethylene (PE) and the details of different techniques for achieving a balance between strength and toughness in PE-based composites. Various strategies for toughening, along with the parameters involved in processing and materials development, such as matrix chemical modification, use of a second phase, and incorporation of coupling agents are discussed in detail. Current challenges and future opportunities for simultaneous toughening and strengthening in PE-based composites are outlined for further research and development in academia and industry to expand the applications of PE composites, overcome current challenges, and provide useful insights for further advancements, particularly in the area of toughened composites.