Smart grid depends on an advanced communication network to collect information from the power grid, and to disseminate control commands to the control devices. To safeguard the power grid, it is crucial to ensure information confidentiality in the communication networks. Quantum key distribution (QKD) protocols help in generating, and distributing secret keys between communication parties, and such secret keys are required in symmetric cryptography. The combination of QKD protocols, and symmetric cryptography are known to be unconditionally secure, which means information confidentiality can be guaranteed even against an eavesdropper, who has unlimited resources. This article provides a concise review of existing works on QKD protocols, and their applications in smart grid communications. Deploying QKD protocols in smart grid is challenging because distance between the control center, and control devices can be larger than the limits of existing protocols. Also, QKD protocols require an expensive quantum channel between each pair of sender, and receiver nodes, and there is large number of control devices with diverse capabilities in smart grid. We have classified existing works based on the challenges they have dealt with. Compared to the rich literature on QKD protocols in general, there are significantly fewer works in the specific context of smart grid. This can be an indication for opportunity to make a significant contribution. We have also identified a few research challenges that can be potential future works.