Few-shot learning (FSL) has emerged as an effective learning method and shows great potential. Despite the recent creative works in tackling FSL tasks, learning valid information rapidly from just a few or even zero samples remains a serious challenge. In this context, we extensively investigated 200+ FSL papers published in top journals and conferences in the past three years, aiming to present a timely and comprehensive overview of the most recent advances in FSL with a fresh perspective, and to provide an impartial comparison of the strengths and weaknesses of existing work. To avoid conceptual confusion, we first elaborate and contrast a set of relevant concepts including few-shot learning, transfer learning, and meta-learning. Then, we inventively extract prior knowledge related to few-shot learning in the form of a pyramid, which summarizes and classifies previous work in detail from the perspective of challenges. Furthermore, to enrich this survey, we present in-depth analysis and insightful discussions of recent advances in each subsection. What’s more, taking computer vision as an example, we highlight the important application of FSL, covering various research hotspots. Finally, we conclude the survey with unique insights into technology trends and potential future research opportunities to guide FSL follow-up research.