In this paper, we discuss the optical properties of all-dielectric nanoparticles in detail, introduce the preparation methods of all-dielectric nanoparticles, and analyze the advantages and disadvantages of various preparation methods. Further, we review the applications of all-dielectric nanoparticles in the fields such as high-index nanometer resonators, nano-antennas, metamaterials and metasurfaces, and nonlinear nanophotonics. Finally, the research focus and development direction of all-dielectric nanoparticles are proposed.