Knowledge Graphs (KGs) which can encode structural relations connecting two objects with one or multiple related attributes have become an increasingly popular research direction. Given the superiority of deep learning in representing complex data in continuous space, it is handy to represent KGs data, thus promoting KGs construction, representation, and application. This survey article provides a comprehensive overview of deep learning technologies and KGs by exploring research topics from diverse phases of the KGs lifecycle, such as construction, representation, and knowledge-aware application. We propose new taxonomies on these research topics for motivating cross-understanding between deep learning and KGs. Based on the above three phases, we classify the different tasks of KGs and task-related methods. Afterwards, we explain the principles of combing deep learning in various KGs steps like KGs embedding. We further discuss the contribution and advantages of deep learning applied to the different application scenarios. Finally, we summarize some critical challenges and open issues deep learning approaches face in KGs.