Fast, accurate and effective Power Quality Disturbance (PQD) detection is the requirement and foundation of power grid fault analysis and power quality improvement, and it plays an important role in the safety of the power grid and users, as well as in power quality assessment and power monitoring. The latest domestic and overseas related research results are summarized in this paper. First, the objects of PQD detection are analyzed, and the difficulties of PQD detection are summarized. Second, a detailed review of the latest research progress of PQD detection methods is presented. The research methods are divided into the five major aspects of time domain, frequency domain, and time-frequency domain analysis, parameter estimation and artificial intelligence. The advantages and disadvantages of the five aspects are discussed and compared. Finally, the problems existing in the detection of transients and PQDs are pointed out, and the trend of future development is described. This work is supported by the Fundamental Research Funds for the Central Universities (No. 2020NQN04).