Recently, deep learning has achieved great success in visual tracking tasks, particularly in single-object tracking. This paper provides a comprehensive review of state-of-the-art single-object tracking algorithms based on deep learning. First, we introduce basic knowledge of deep visual tracking, including fundamental concepts, existing algorithms, and previous reviews. Second, we briefly review existing deep learning methods by categorizing them into data-invariant and data-adaptive methods based on whether they can dynamically change their model parameters or architectures. Then, we conclude with the general components of deep trackers. In this way, we systematically analyze the novelties of several recently proposed deep trackers. Thereafter, popular datasets such as Object Tracking Benchmark (OTB) and Visual Object Tracking (VOT) are discussed, along with the performances of several deep trackers. Finally, based on observations and experimental results, we discuss three different characteristics of deep trackers, i.e., the relationships between their general components, exploration of more effective tracking frameworks, and interpretability of their motion estimation components.