Compressed sensing (CS) and its medical applications are active areas of research. In this paper, we review recent works using deep learning method to solve CS problem for images or medical imaging reconstruction including computed tomography (CT), magnetic resonance imaging (MRI) and positron-emission tomography (PET). We propose a novel framework to unify traditional iterative algorithms and deep learning approaches. In short, we define two projection operators toward image prior and data consistency, respectively, and any reconstruction algorithm can be decomposed to the two parts. Though deep learning methods can be divided into several categories, they all satisfies the framework. We built the relationship between different reconstruction methods of deep learning, and connect them to traditional methods through the proposed framework. It also indicates that the key to solve CS problem and its medical applications is how to depict the image prior. Based on the framework, we analyze the current deep learning methods and point out some important directions of research in the future.