Coherent wind lidar uses the heterodyne detection method to amplify the backscatter signal by the local oscillation laser. Because the signal-to-noise ratio can reach the theoretical quantum limit, the lidar has high spatial and temporal resolution and high precision. Coherent wind lidar is widely used to measure wind shear, atmospheric turbulence, aircraft wake, gustiness, and gravity waves. Researchers in China and other countries are presently studying on coherent wind lidar. This study introduces the history of coherent wind lidar, describes the theory using different wavelengths, and briefly summarizes the development trends in this field.