Precision anesthesia is essential for surgical success and patient safety, yet current practice remains heavily experience-driven. This report reviews classical pharmacokinetic–pharmacodynamic (PK–PD) models and their role in anesthesia, then introduces the multi-scale diffusion and transport characteristics of anesthetic drugs in target organs. A preliminary framework is proposed for describing the entire process by which anesthetic drugs cross the blood–brain barrier, pass through the interstitial space, and enter the cell membrane. and constructing multi-scale models based on two-scale asymptotic expansion theory and developing efficient computational algorithms. Finally, we highlight AI-driven approaches that integrate multimodal data to address nonlinear dynamics, multi-drug interactions, and patient variability, supporting the advancement of adaptive PK–PD models for precision anesthesia.