This review systematically analyzes the latest advancements in preprocessing techniques for Electrocardiography (ECG) and Magnetocardiography (MCG) signals over the past decade. ECG and MCG play crucial roles in cardiovascular disease (CVD) detection, but both are susceptible to noise interference. This paper categorizes and compares different ECG denoising methods based on noise types, such as baseline wander (BW), electromyographic noise (EMG), power line interference (PLI), and composite noise. It also examines the complexity of MCG signal denoising, highlighting the challenges posed by environmental and instrumental interference. This review is the first to systematically compare the characteristics of ECG and MCG signals, emphasizing their complementary nature. MCG holds significant potential for improving the precision of CVD clinical diagnosis. Additionally, it evaluates the limitations of current denoising methods in clinical applications and outlines future directions, including the potential of explainable neural networks, multi-task neural networks, and the combination of deep learning with traditional methods to enhance denoising performance and diagnostic accuracy. In summary, while traditional filtering techniques remain relevant, hybrid strategies combining machine learning offer substantial potential for advancing signal processing and clinical diagnostics. This review contributes to the field by providing a comprehensive framework for selecting and improving denoising techniques, better facilitating signal quality enhancement and the accuracy of CVD diagnostics.