As the extension of optical and microwave imaging, THz imaging has now attracted broad attention and showed many unique advantages in areas such as characterizations of semiconductor materials, diagnoses of biological tissues, nondestructive tests and security inspections. According to the diffraction limit, traditional THz imaging is subjected to the shortcoming of its long wavelength that results in a low spatial resolution. However, THz near-field imaging is one of the research highlights to surpass the limit and obtain images with spatial resolutions up to sub-micrometer or even nanometer scale. In this paper, the schemes and basic principles of THz near-field imaging were introduced. Then, four kinds of typical methods, as well as their recent progress and existing problems, were reviewed in detail, including aperture based, tip based, sub-wavelength THz source based, and microstructure control based techniques. Finally, developing prospects were discussed.