This review article provides an extensive literature survey on the research progress of dielectric resonator antenna (DRA) at millimeter‐wave frequency band that includes concepts of DRAs, their empirical formulae and design methodologies for different shaped DRAs at 60 GHz frequency band. The different shaped DRAs such as cylindrical, rectangular, hexagonal, and octagonal at 60 GHz are designed, simulated and analyzed using CST microwave studio solver. The −10 dB impedance bandwidth of cylindrical, rectangular, hexagonal, and octagonal DRAs are 52.7 to 62.8 GHz, 57 to 62.2 GHz, 55.8 to 64.2 GHz, and 54.2 to 63.5 GHz, respectively. The idea behind getting broad impedance bandwidth is due to use of double‐layer substrate with different permittivity (εr1 = 4 and εr2 = 11.9). Empirical formulae are deduced for hexagonal and octagonal DRA, by studying the analogy of dielectric resonator geometry. Consequently, the mode of different shaped DRAs, that is, HEM111 and TE111 are investigated by the electric field and magnetic field distribution. With these analysis, a comprehensive research review over the period of the last two decades is carried for investigating various techniques, targeted to realized gain, circular polarization, and impedance bandwidth. Along with these analysis the state‐of‐the‐art at different shaped DRAs at mm‐wave frequency band are also reported.