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The study of heat conduction phenomena using peridynamic (PD) theory has a paramount significance on the development of computational heat transfer. This is because PD theory has got an interesting feature to deal with the inherent nonlocal nature of heat transfer processes. Since the revolutionary work on PD theory by Silling (2000), extensive investigations have been devoted to PD theory. This paper provides a survey on the recent developments of PD theory mainly focusing on diffusion based peridynamic (PD) formulation. Both the bond-based and state-based PD formulations are revisited, and numerical examples of two-dimensional problems are presented.