Catalytic non-oxidative direct dehydrogenation of light alkanes serves as an effective reinforcement to selectively produce the corresponding olefins, and the heterogeneous metals and metal oxides, not limited to the commercially used Pt- and Cr-based catalysts, are widely investigated to enhance the efficiency. In this review, we outline the progress of these dehydrogenation catalysts that have been mainly developed in the past five years. For different classes of the most-promising catalysts in the selective dehydrogenation of ethane-to-ethylene and propane-to-propylene, their syntheses, structural information, catalytic properties and mechanisms are comparatively summarized.