With the ongoing transformation of electricity generation from large thermal power plants to smaller renewable energy sources (RESs), such as wind and solar, modern renewable power systems need to address the new challenge of the increasing uncertainty and complexity caused by the deployment of electricity generation from RESs and the integration of flexible loads and new technologies. At present, a high volume of available data is provided by smart grid technologies, energy management systems (EMSs), and wide-area measurement systems (WAMSs), bringing more opportunities for data-driven methods. Deep reinforcement learning (DRL), as one of the state-of-the-art data-driven methods, is applied to learn optimal or near-optimal control policy by formulating the power system as a Markov decision process (MDP). This paper reviews the recent DRL algorithms and the existing work of operational control or emergency control based on DRL algorithms for modern renewable power systems and control-related problems for small signal stability. The fundamentals of DRL and several commonly used DRL algorithms are briefly introduced. Current issues and expected future directions are discussed.