Optical wireless communication is one of the emerging technologies. Over the last few years it has been the growing interests which have some indoor and outdoor applications. The demand for wireless communication has been growing day-by-day. With radio spectrum, there are some problems related to congestion, limitations on bandwidth as the number of users are increasing day-by-day. As a result, optical wireless communication systems are been used which provides high data rates, much higher bandwidth, unregulated spectrum and highly secured networks. In this paper a review is done on optical wireless communication. Various fields and applications are discussed like under water, space, aircrafts, light fidelity (Li-Fi), etc. Different light sources, coding schemes, modulation techniques are discussed. Also some of the challenges are discussed here.