The explosion of digital healthcare data has led to a surge of data-driven medical research based on machine learning. In recent years, as a powerful technique for big data, deep learning has gained a central position in machine learning circles for its great advantages in feature representation and pattern recognition. This article presents a comprehensive overview of studies that employ deep learning methods to deal with clinical data. Firstly, based on the analysis of the characteristics of clinical data, various types of clinical data (e.g., medical images, clinical notes, lab results, vital signs, and demographic informatics) are discussed and details provided of some public clinical datasets. Secondly, a brief review of common deep learning models and their characteristics is conducted. Then, considering the wide range of clinical research and the diversity of data types, several deep learning applications for clinical data are illustrated: auxiliary diagnosis, prognosis, early warning, and other tasks. Although there are challenges involved in applying deep learning techniques to clinical data, it is still worthwhile to look forward to a promising future for deep learning applications in clinical big data in the direction of precision medicine.