In recent years, with the rapid development of deep learning and its outstanding capabilities in target detection, innovative methods have been introduced for infrared dim small target detection. This review comprehensively summarizes public datasets, the latest networks, and evaluation metrics for infrared dim small target detection. This review mainly focuses on deep learning methods from the past three years and categorizes them based on the six key issues in this field: (1) enhancing the representation capability of small targets; (2) improving the accuracy of bounding box regression; (3) resolving the issue of target information loss in the deep network; (4) balancing missed detections and false alarms; (5) adapting for complex backgrounds; (6) lightweight design and deployment issues of the network. Additionally, this review summarizes twelve public datasets for infrared dim small targets and evaluation metrics used for detection and quantitatively compares the performance of the latest networks. Finally, this review provides insights into the future directions of this field. In conclusion, this review aims to assist researchers in gaining a comprehensive understanding of the latest developments in infrared dim small target detection networks.