Over the past two decades, liquid biopsy has been increasingly used as a supplement, or even, a replacement to the traditional biopsy in clinical oncological practice, due to its noninvasive and early detectable properties. The detections can be based on a variety of features extracted from tumor‑derived entities, such as quantitative alterations, genetic changes, and epigenetic aberrations, and so on. So far, the clinical applications of cancer liquid biopsy mainly aimed at two aspects, prediction (early diagnosis, prognosis and recurrent evaluation, therapeutic response monitoring, etc.) and intervention. In spite of the rapid development and great contributions achieved, cancer liquid biopsy is still a field under investigation and deserves more clinical practice. To better open up future work, here we systematically reviewed and compared the latest progress of the most widely recognized circulating components, including circulating tumor cells, cell-free circulating DNA, noncoding RNA, and nucleosomes, from their discovery histories to clinical values. According to the features applied, we particularly divided the contents into two parts, beyond epigenetics and epigenetic-based. The latter was considered as the highlight along with a brief overview of the advances in both experimental and bioinformatic approaches, due to its unique advantages and relatively lack of documentation.