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As an important load-bearing component, steel wire ropes (WRs) are widely used in complex systems such as mine hoists, cranes, ropeways, elevators, oil rigs, and cable-stayed bridges. Non-destructive damage detection for WRs is an important way to assess damage states to guarantee WR’s reliability and safety. With intelligent sensors, signal processing, and pattern recognition technology developing rapidly, this field has made great progress. However, there is a lack of a systematic review on technologies or methods introduced and employed, as well as research summaries and prospects in recent years. In order to bridge this gap, and to promote the development of non-destructive detection technology for WRs, we present an overview of non-destructive damage detection research of WRs and discuss the core issues on this topic in this paper. First, the WRs’ damage type is introduced, and its causes are explained. Then, we summarize several main non-destructive detection methods for WRs, including electromagnetic detection method, optical detection method, ultrasonic guided wave detection method, and acoustic emission detection method. Finally, a prospect is put forward. Based on the review of papers, we provide insight about the future of the non-destructive damage detection methods for steel WRs to a certain extent.