According to D. Gabor’s proposal, holography is a coherent imaging technique where the object’s three-dimensional information is first recorded and then reconstructed from the hologram that obtained through the interference of object and reference beams. The coherence of light originating from any two points on the object is required for holographic techniques. However, this requirement on spatial coherence prevents holography from being used in incoherent light applications. Indeed, the development of incoherent holography is important because the incoherent light sources widely exist and are easy to obtain in nature compared with the laser source. Merz and Young first proposed Fresnel-zone-plate coded imaging technique with incoherent illumination and explained their methodology according to holographic theory. Lohmann further presented wavefront retrieval of incoherent objects based on the skills of beam split and self-interference of an object beam and a same originated reference beam, thereby forming the academic idea of incoherent holography. The spatial coherence is no longer necessary in incoherent holography since using specific beam splitting skills to form the hologram of incoherent illuminated or self-luminous objects by the interference of two beams that originated from the same point. In the past few decades, enormous efforts have been addressed to develop the basic principle and reconstruction algorithms and improve imaging performances and applications of incoherent holography. This review focuses on demonstrating the basic concept and applications of various incoherent coded aperture correlation digital holography techniques, with or without a two-beam interference, to provide a clear picture of recent progress in incoherent holography. We also discussed the main challenges and limitations of existing methods and potential directions in which efforts can be made to advance incoherent research holography.