With the rapid development of e-commerce, the number of small and medium-sized express delivery has increased sharply. The last-mile delivery in the express industry faces many challenges, and a more efficient and environmentally friendly delivery mode is urgently needed. Small drone featuring high delivery efficiency, low cost, environmental protection, and flexible deployment attracts widespread attention from the logistics industry and academic community. Aiming at the innovative application and routing of drones in last-mile delivery, this study systematically summarizes the current four typical delivery modes. The modes include drone-independent delivery (one drone with multi-parcel delivery, drone relay docking and delivery), parallel drone-vehicle delivery (parallel drone-truck delivery and parallel drone-truck delivery with transit points), coordinated drone-vehicle delivery (drone take-off and landing delivery in the same truck, drone take-off and landing delivery in different trucks, drone-public transport coordinated delivery, pick-up and delivery with drones, and route truck-drone delivery), integrated drone-vehicle delivery (multi-mode integrated drone-truck delivery). Then, routing algorithms of the last-mile drone delivery are classified and summarized. The relevant test data sets of drones participating in the last-mile delivery are sorted out. Finally, the future application and research direction of drones in the last-mile delivery are discussed.