Advances in research of magnetic two-dimensional van der Waals (2D vdW) materials have opened up new opportunities in miniaturization of spintronic devices at the atomically thin limit. One major research thrust, which is the subject of this review, is that the magnetism of 2D vdW materials and their derived hetero-interface may be significantly affected by the local atomic geometry and environment. As a result, there is a pressing need for powerful advanced technique to characterize magnetic vdW surface and interface. Circularly polarized X-rays from synchrotron radiation light sources are key to this endeavor, as they can probe the microscopic magnetism of a specific element, for their atomic sensitivity, element-specificity, core-level excitation as well as capability of separation for the spin and orbit moments. We review a series of representative experimental achievements, exploiting circularly polarized X-rays, in (1) 2D vdW magnet, (2) magnetic metal/vdW interface, (3) molecule/vdW interface as well as (4) vdW/2D interface. On the basis of the review, advantages of probing magnetic vdW surface and interface by circularly polarized X-rays are presented, and challenges and opportunities are also discussed.