Rota-Baxter associative algebras and Rota-Baxter Lie algebras are both important in mathematics and mathematical physics, with the former a basic structure in quantum field renormalization and the latter an operator form of the classical Yang-Baxter equation. An outstanding problem posed by Gubarev is to determine whether there is a Poincar\'e-Birkhoff-Witt theorem for the universal enveloping Rota-Baxter associative algebra of a Rota-Baxter Lie algebra. This talk answers this problem positively under some mild condition, working with operated algebras and applying the method of Gr\"obner-Shirshov bases. Parallelly, a differential version of the Poincare-Birkhoff-Witt theorem for the universal enveloping algebra of a differential Lie algebra is also given.