The concept of optical feedback and a theoretical analysis of two models are introduced, inclubing Fabry-Perot cavity and the injection model. Compared with traditional two-beams interferometer, self-mixing interferometer not only has similar phase sensitivity, but also has inherent simplicity, compactness and robustness, as well as the self-aligning capability. Applications in interferometry are presented, such as displacement sensor, velocimeter sensor, as well as biomedical sensor. Speckle effect occurs when a coherent light is back-reflected from a rough surface, the self-mixing signal can be affected. The amplitude fading as well as the speckle phase error of the self-mixing signal due to the speckle effect are analyzed. The methods to alleviate the amplitude fading of the self-mixing signal are reviewed, yet the applications of speckle self-mixing interferometer are summarized.