Reinforcement Learning (RL) is a key technique to address sequential decision-making problems and is crucial to realize advanced artificial intelligence. Recent years have witnessed remarkable progress in RL by virtue of the fast development of deep neural networks. Along with the promising prospects of RL in numerous domains, such as robotics and game-playing, transfer learning has arisen as an important technique to tackle various challenges faced by RL, by transferring knowledge from external expertise to accelerate the learning process. In this survey, we systematically investigate the recent progress of transfer learning approaches in the context of deep reinforcement learning. Specifically, we provide a framework for categorizing the state-of-the-art transfer learning approaches, under which we analyze their goals, methodologies, compatible RL backbones, and practical applications. We also draw connections between transfer learning and other relevant topics from the RL perspective and explore their potential challenges as well as open questions that await future research progress.