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The European Space Agency's Climate Change Initiative for Soil Moisture (ESA CCI SM) merging algorithm generates consistent quality-controlled long-term (1978–2018) climate data records for soil moisture, which serves thousands of scientists and data users worldwide. It harmonises and merges soil moisture retrievals from multiple satellites into (i) an active-microwave-based-only product, (ii) a passive-microwave-based-only product and (iii) a combined active–passive product, which are sampled to daily global images on a 0.25∘ regular grid. Since its first release in 2012 the algorithm has undergone substantial improvements which have so far not been thoroughly reported in the scientific literature. This paper fills this gap by reviewing and discussing the science behind the three major ESA CCI SM merging algorithms, versions 2 (https://doi.org/10.5285/3729b3fbbb434930bf65d82f9b00111c; Wagner et al., 2018), 3 (https://doi.org/10.5285/b810601740bd4848b0d7965e6d83d26c; Dorigo et al., 2018) and 4 (https://doi.org/10.5285/dce27a397eaf47e797050c220972ca0e; Dorigo et al., 2019), and provides an outlook on the expected improvements planned for the next algorithm, version 5. [ABSTRACT FROM AUTHOR]