Nanomaterials with layered structures, with their intriguing properties, are of great research interest nowadays. As one of the primary two-dimensional nanomaterials, the hexagonal boron nitride nanosheet (BNNS, also called white graphene), which is an analogue of graphene, possesses various attractive properties, such as high intrinsic thermal conductivity, excellent chemical and thermal stability, and electrical insulation properties. After being discovered, it has been one of the most intensively studied two-dimensional non-carbon nanomaterials and has been applied in a wide range of applications. To support the exploration of applications of BNNSs, exfoliation, as one of the most promising approaches to realize large-scale production of BNNSs, has been intensively investigated. In this review, methods to yield BNNSs by exfoliation will be summarized and compared with other potential fabrication methods of BNNSs. In addition, the future prospects of the exfoliation of h-BN will also be discussed.