In this review, we summarize recent progresses on the possible phases of quantum chromodynamics (QCD) in the presence of a strong magnetic field, mainly from the views of chiral effective Nambu-Jona-Lasinio model. Four kinds of phase transitions are explored in detail: chiral symmetry breaking and restoration, neutral pseudoscalar superfluidity, charged pion superfluidity and charged rho superconductivity. In particular, we revisit the unsolved problems of inverse magnetic catalysis effect and the competition between chiral density wave and solitonic modulation, and eventually manage to obtain useful results by adopting self-consistent schemes.