Small particles widely exist in nature, which are applied to various industrial productions. The three-dimensional (3D) characteristics of particles with digital holography play key roles in scientific researches and applications. Digital particle holography and its applications have been systematically surveyed. The formation of particle holography based on light scattering theories and diffraction theories and its fringe patterns are introduced. Holograms processing algorithms including numerical reconstruction, particle detecting, 3D position locating and particle pairing are presented. Typical applications of digital holography to particle field measurement including particle size, shape, 3D position and 3D velocity are demonstrated. Digital holography, as a 3D measurement tool, shows great potential in particle field characterization.