As the most active research branch of artificial intelligence, deep learning has achieved significant improvements in fields such as computer vision, natural language processing, and speech recognition, and its applications in healthcare have also become popular in recent years. Deep learning has made achievements in medical image and signal processing, computer-aided detection and diagnosis, clinical decision support, medical information mining and retrieval, etc., which shows great application prospects. While introducing the principles of deep learning and common deep neural networks, this study gives a systematic and comprehensive introduction to the typical applications and latest research progress of deep learning based on clinical practice and published papers. Moreover, the discussion of difficulties and challenges of deep learning in modern healthcare is included in this paper, and some solutions or ideas are also provided correspondingly.