Recent years have witnessed rapid development and remarkable achievements on deep learning object detection in remote sensing (RS) images. The growing improvement of the accuracy is inseparable from the increasingly complex deep convolutional neural network and the huge amount of sample data. However, the under-fitting neural network will damage the detection performance facing the difficulty of sample acquisition. Thus, it evolves into few-shot object detection (FSOD). In this article, we first briefly introduce the object detection task and its algorithms, to better understand the basic detection frameworks followed by FSOD. Then, FSOD design methods in RS images for three important aspects, such as sample, model, and learning strategy, are respectively discussed. In addition, some valuable research results of FSOD in computer vision field are also included. We advocate a wide research technique route, and some advice about feature enhancement and multi-modal fusion, semantics extraction and cross-domain mapping, fine-tune and meta-learning strategies, and so on, are provided. Based on our stated research route, a novel few-shot detector that focuses on contextual information is proposed. At the end of the paper, we summarize accuracy performance on experimental datasets to illustrate the achievements and shortcomings of the stated algorithms, and highlight the future opportunities and challenges of FSOD in RS image interpretation, in the hope of providing insights into future research.