Nd-Fe-B magnets containing no heavy rare earth (HRE) elements exhibit insufficient coercivity to withstand the demagnetization field at elevated temperatures. The grain boundary diffusion (GBD) process provides the best route to fabricate high-coercive Nd-Fe-B magnets with low consumption of expensive HRE resources. Here we give a special review on the grain boundary diffusion sources and their coating methods. Up to now, various types of grain boundary sources have been developed, starting from the earliest Tb or Dy metal. The HRE-M eutectic alloys were firstly proposed for reducing the cost of the diffusion source. After that, the diffusion sources based on light rare earth and even non rare earth elements have also been proposed, leading to new understanding of GBD. Now, the diffusion sources including inorganic compounds, metals, and alloys have been employed in the industry. At the same time, to coat the diffusion source on the magnets before diffusion treatment, various methods have been developed. Different from the previous review articles for GBD, this review gives an introduction of typical types of diffusion sources and their fabrication approaches. The effects of diffusion source on the microstructure and magnetic properties are summarized briefly. In particular, the principles and applicability of different coating approaches were discussed in detail. It is believed that this review can provide a technical guidance for the industry for designing the diffusion process and products meeting specific requirements.