With autonomous driving developing in a booming stage, accurate object detection in complex scenarios attract wide attention to ensure the safety of autonomous driving. Millimeter wave (mmWave) radar and vision fusion is a mainstream solution for accurate obstacle detection. This article presents a detailed survey on mmWave radar and vision fusion based obstacle detection methods. Firstly, we introduce the tasks, evaluation criteria and datasets of object detection for autonomous driving. Then, the process of mmWave radar and vision fusion is divided into three parts: sensor deployment, sensor calibration and sensor fusion, which are reviewed comprehensively. Especially, we classify the fusion methods into data level, decision level and feature level fusion methods. Besides, we introduce the fusion of lidar and vision in autonomous driving in the aspects of obstacle detection, object classification and road segmentation, which is promising in the future. Finally, we summarize this article.