Cellular structures consist of foams, honeycombs, and lattices. Lattices have many outstanding properties over foams and honeycombs, such as lightweight, high strength, absorbing energy, and reducing vibration, which has been extensively studied and concerned. Because of excellent properties, lattice structures have been widely used in aviation, bio-engineering, automation, and other industrial fields. In particular, the application of additive manufacturing (AM) technology used for fabricating lattice structures has pushed the development of designing lattice structures to a new stage and made a breakthrough progress. By searching a large number of research literature, the primary work of this paper reviews the lattice structures. First, based on the introductions about lattices of literature, the definition and classification of lattice structures are concluded. Lattice structures are divided into two general categories in this paper: uniform and non-uniform. Second, the performance and application of lattice structures are introduced in detail. In addition, the fabricating methods of lattice structures, i.e., traditional processing and additive manufacturing, are evaluated. Third, for uniform lattice structures, the main concern during design is to develop highly functional unit cells, which in this paper is summarized as three different methods, i.e., geometric unit cell based, mathematical algorithm generated, and topology optimization. Forth, non-uniform lattice structures are reviewed from two aspects of gradient and topology optimization. These methods include Voronoi-tessellation, size gradient method (SGM), size matching and scaling (SMS), and homogenization, optimization, and construction (HOC). Finally, the future development of lattice structures is prospected from different aspects.