Deep brain stimulation is an effective and safe medical treatment for a variety of neurological and psychiatric disorders including Parkinson's disease, essential tremor, dystonia, and treatment resistant obsessive compulsive disorder. A closed loop deep brain stimulation (CLDBS) system automatically adjusts stimulation parameters by the brain response in real time. The CLDBS continues to evolve due to the advancement in the brain stimulation technologies. This paper provides a study on the existing systems developed for CLDBS. It highlights the issues associated with CLDBS systems including feedback signal recording and processing, stimulation parameters setting, control algorithm, wireless telemetry, size, and power consumption. The benefits and limitations of the existing CLDBS systems are also presented. Whilst robust clinical proof of the benefits of the technology remains to be achieved, it has the potential to offer several advantages over open loop DBS. The CLDBS can improve efficiency and efficacy of therapy, eliminate lengthy start-up period for programming and adjustment, provide a personalized treatment, and make parameters setting automatic and adaptive.