Data hiding is the art of concealing messages with limited perceptual changes. Recently, deep learning has enriched it from various perspectives with significant progress. In this work, we conduct a brief yet comprehensive review of existing literature for deep learning based data hiding (deep hiding) by first classifying it according to three essential properties (i.e., capacity, security and robustness), and outline three commonly used architectures. Based on this, we summarize specific strategies for different applications of data hiding, including basic hiding, steganography, watermarking and light field messaging. Finally, further insight into deep hiding is provided by incorporating the perspective of adversarial attack.