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The concept of coherence is one of the fundamental phenomena in electronics and optics. In addition to electron and photon, phonon is another important energy and information carrier in nature. Without any doubt, exploration of the phonon coherence and its impact on thermal conduction will markedly change many aspects in broad applications for heat control and management in the real world. So far, the application of coherent effect on manipulation of phonon transport is a challenging work. In this article, we review recent advances in the study of the phonon coherent transport in nanomaterials and nanostructures. We first briefly look back the classical and quantum theory of coherence. Next, we review the progresses made in the understanding of phonon coherence in superlattice, nanowires and nanomeshes, respectively, and focus on the effect of phonon coherence on thermal conductivity. Finally, we introduce the recent advances in the direct detection of phonon coherence using optical coherence theory.