By using, among other things, the Fourier analysis techniques on hyperbolic and symmetric spaces, we establish the Hardy-Sobolev-Mazya inequalities for higher order derivatives on half spaces. The proof relies on a Hardy-Littlewood-Sobolev inequality on hyperbolic spaces which is of its independent interest. We also give an alternative proof of Benguria, Frank and Loss work concerning the sharp constant in the Hardy-Sobolev-Mazya inequality in the three dimensional upper half space. Finally, we show the sharp constant in the Hardy-Sobolev-Mazya inequality for bi-Laplacian in the upper half space of dimension five coincides with the Sobolev constant.
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