In this talk, we would like to show some recent progresses on the optimal control problems of stochastic Volterra integral systems (SVIEs, in short). Unlike the differential systems, Volterra integral systems inherently lose the semi-group property, which makes some basic tools, say, change-of-variable formula, become no longer powerful here. To overcome these obstacles, we develop new tricks and techniques to treat both the stochastic linear quadratic problems and maximum principles of SVIEs.