Rotating machinery plays an important role in various kinds of industrial engineering. How to assess their conditions is a key problem for operating safety and condition-based maintenance. The potential anomaly, fault and failure information can be obtained by analyzing the collected condition monitoring data of the previously deployed sensors in rotating machinery. Among the available methods of analyzing sensors data, entropy and its variants can provide quantitative information contained in these sensing data. For implementing fault detection, diagnosis, and prognostics, this information can be utilized for feature extraction and selecting appropriate training data for machine learning methods. This article aims to review the related entropy theories which have been applied for condition monitoring of rotating machinery. This review consists of typical entropy theories presentation, application, summary, and discussion.