Terahertz (THz) radiation, due to its unique propagation characters of low-energy, high-penetration, water-absorption, provides internal structure of objects and comprehensive biological information in phase contrast imaging. It has been applied in biomedical imaging, non-destructive testing, and other fields. As an important part of THz imaging technology, continuous-wave (CW) THz digital holography (TDH) is qualified as a non-invasive and whole-field phase contrast imaging method. In this paper, we review the development and status of off-axis and in-line TDH, including the recording and reconstruction theory, experimental setup, and reconstruction algorithms. The influence of existing THz sources and the reconstruction algorithms on resolution and fidelity of imaging are analyzed. And the development trend of TDH is prospected in the end.