Deep learning is a branch of machine learning, creating a new era in the development of neural networks. As an important part of deep learning structure, self-coding algorithm plays a crucial role in unsupervised learning and nonlinear feature extraction. Firstly, the basic concepts and principles of self-encoding algorithm are introduced. Then, the improved algorithm based on self-encoding algorithm is presented. Finally, the well-known cases and development trends of self-encoding algorithm applied in several fields are elaborated.