Compared with the traditional uniformly polarized light, the radially polarized laser performs perfect spatial axial symmetry and its light intensity configuration is always zero along the central axis. Based on reviewing recent work, its optical properties, generation methods and newest applications are summarized. In accordance with this methods, we summarize that using the diffraction grating mirror to generate radially polarized laser is the most valued method of generating high-quality and high-power radially polarized laser.