Recently, a new data-driven technique, i.e., deep learning (DL), has attracted significantly increasing attention in the geophysical community. The collision of DL and traditional methods has brought opportunities as well as challenges. DL was proven to have the potential to predict complex system states accurately and relieve the “curse of dimensionality” in large temporal and spatial geophysical applications. We address the basic concepts, state-of-the-art literature, and future trends by reviewing DL approaches in various geosciences scenarios. Exploration geophysics, earthquakes, and remote sensing are the main focuses. More applications, including Earth structure, water resources, atmospheric science, and space science, are also reviewed. Additionally, the difficulties of applying DL in the geophysical community are stressed. The trends of DL in geophysics in recent years are analyzed. Several promising directions are provided for future research involving DL in geophysics, such as unsupervised learning, transfer learning, multimodal DL, federated learning, uncertainty estimation, and active learning. A coding tutorial and a summary of tips for rapidly exploring DL are presented for beginners and interested readers of geophysics.