Synthetic dimension emerges as a new frontier of the researches in nanophotonics and topological photonics. It is general believed that the dimension of a physical system cannot be larger than its geometric dimensionality. With the introduction of additional synthetic dimensions, and combined with the intrinsic geometric dimension, one can investigate higher dimensional physics. Meanwhile, the synthetic dimension is highly controllable which contributes to the observation of many high-dimensional novel phenomena. In this review, we introduce the basic concepts of synthetic dimension in photonics, summarize various proposals and set-ups in generating new synthetic dimension, and briefly discuss potential contributions of synthetic dimension in fundamental physics as well as applications.