One of the fundamental challenges affecting the performance of communication systems is the undesired impact of noise on a signal. Noise distorts the signal and originates due to several sources including, system non-linearity and noise interference from adjacent environment. Conventional communication systems use filters to cancel noise in a received signal. In the case of cognitive radio systems, denoising a signal is important during the spectrum sensing period, and also during communication with other network nodes. Based on our findings, few surveys are found that only review particular denoising techniques employed for the spectrum sensing phase of cognitive radio communication. This paper aims to provide a collective review of denoising techniques that can be applied to a cognitive radio system during all the phases of cognitive communication and discusses several works where the denoising techniques are employed. To establish comprehensive overview, a performance comparison of the discussed denoising techniques are also provided.