(1) Background: Dyes play an important role in food, medicine, textile, and other industries, which make human life more colorful. With the increasing demand for food safety, the development of natural dyes becomes more and more attractive. (2) Methods: The literature was searched using the electronic databases PubMed, Web of Science, and SciFinder and this scoping review was carried out following Preferred Reporting Items for Systematic Reviews and Meta-Analyses (PRISMA). (3) Results: 248 articles were included in this review. This review summarizes the research progress on natural dyes in the last ten years. According to structural features, natural dyes mainly include carotenoids, polyphenols, porphyrins, and alkaloids, and some of the newest dyes are summarized. Some pharmacological activities of carotenoids, anthocyanin, curcumin, and betalains in the last 10 years are summarized, and the biological effects of dyes regarding illumination conditions. The disadvantages of natural dyes, including sources, cost, stability, and poor bioavailability, limit their application. Here, some feasible strategies (potential resources, biotechnology, new extraction and separation strategies, strategies for improving stability) are described, which will contribute to the development and utilization of natural dyes. (4) Conclusion: Natural dyes show health benefits and potential in food additives. However, it is necessary for natural dyes to pass toxicity tests and quality tests and receive many regulatory approvals before their final entry into the market as food colorants or as drugs.