Currently, the external quantum efficiency (EQE) for deep ultraviolet light-emitting diodes (DUV LEDs) with emission wavelengths shorter than 360 nm is generally lower than 10%. On one hand, the transverse-magnetic (TM) polarized light dominates the light emission from the AlN-rich AlGaN based quantum wells, which strongly reduces the light-extraction efficiency (LEE) for DUV LEDs. On the other hand, limited by the current hetero-epitaxial growth technologies for AlGaN materials, the crystal quality for DUV LEDs is still poor, which increases the non-radiative recombination rate in the active region, thereby causing the reduction of the internal quantum efficiency (IQE) for DUV LEDs. Besides, the carrier injection efficiency, especially the hole injection efficiency, also strongly influences the IQE for DUV LEDs. Thus, the researchers have made extensive efforts to increase the hole injection efficiency and thus improve the EQE for DUV LEDs. The recently proposed approaches for the improvement of the hole injection efficiency for DUV LEDs are reviewed and discussed. Moreover, the underlying physical mechanisms are disclosed in the in-depth level. These are important for the improvement of the device performances for DUV LEDs.