Graphene quantum dots (GQDs) not only have potential applications on spin qubit, but also serve as essential platforms to study the fundamental properties of Dirac fermions, such as Klein tunneling and Berry phase. By now, the study of quantum confinement in GQDs still attract much attention in condensed matter physics. In this article, we review the experimental progresses on quantum confinement in GQDs mainly by using scanning tunneling microscopy (STM) and scanning tunneling spectroscopy (STS). Here, the GQDs are divided into Klein GQDs, bound-state GQDs and edge-terminated GQDs according to their different confinement strength. Based on the realization of quasi-bound states in Klein GQDs, external perpendicular magnetic field is utilized as a manipulation approach to trigger and control the novel properties by tuning Berry phase and electron-electron (e-e) interaction. The tip-induced edge-free GQDs can serve as an intuitive mean to explore the broken symmetry states at nanoscale and single-electron accuracy, which are expected to be used in studying physical properties of different two-dimensional materials. Moreover, high-spin magnetic ground states are successfully introduced in edge-terminated GQDs by designing and synthesizing triangulene zigzag nanographenes.