The linear analysis for heart rate variability (HRV), including time domain method, frequency domain method and time-frequency analysis, has reached a lot of consensus. The non-linear analysis has also been widely applied in biomedical and clinical researches. However, for non-linear HRV analysis, especially for short-term non-linear HRV analysis, controversy still exists, and a unified standard and conclusion has not been formed. This paper reviews and discusses three short-term non-linear HRV analysis methods (fractal dimension, entropy and complexity) and their principles, progresses and problems in clinical application in detail, in order to provide a reference for accurate application in clinical medicine.