Terahertz technology has been developed rapidly in the past 30 years. Numerous applications in medicine, biology, agriculture, materials, security, communication and astronomy have been demonstrated. Terahertz sources can be divided into narrowband (monochromatic) source and broadband source according to their spectral characteristics. From a spectral perspective, coherent broadband and narrowband terahertz sources are mutually complementary, each having its own characteristics and scope of applications. Broadband terahertz sources can be used for quick access to the hybrid spectra of rotational and vibrational molecular fingerprints or imaging in a wider spectral range. Narrowband terahertz source with good spectral resolution and sensitivity, is suitable for pump-probe, fine structure resolution of molecular fingerprints and terahertz remote detection and imaging. Therefore, developing the tunable high peak power and narrowband terahertz sources is very important for the applications in the detection and identification of molecular fingerprints. The difference frequency generation is one of the most important techniques for obtaining widely tunable, high power and narrowband terahertz sources. In this review, the recent progress of tunable terahertz sources based on the difference frequency generation in the last five years is reviewed, including the two fields of optical laser-based difference frequency sources and quantum cascade laser-based difference frequency sources. For the former class, the experimental results from reports with different difference frequency sources and several typical nonlinear crystals are classified, and the corresponding experimental techniques and results are introduced. For terahertz wave generation, different optical difference frequency sources by a dual-wavelength laser, double laser, a laser and an optical parametric oscillator (OPO), the signal and idler waves of an OPO, and double OPOs are demonstrated in increasing their tunabilities. Significant progress has been made in the nonlinear crystals used to generate terahertz wave by the difference frequency process, for example, by improving the property of inorganic crystals with ion doping, taking advantage of waveguide and PPLN structures, and especially developing novel nonlinear organic crystals. For the quantum cascade laser-based difference frequency sources, the latest advances in the techniques of difference frequency generation and wavelength tunability are presented. GaAs-based terahertz quantum cascade lasers are powerful semiconductor THz sources but cryogenic cooling is still a necessity. Recently, difference frequency generation was combined with the mid-infrared quantum cascade laser technology, thus becoming a leading room temperature semiconductor source in the terahertz range. To improve the frequency tuning range in the difference frequency terahertz quantum cascade laser, wavelength tuning techniques of the inner cavity and the external cavity have been developed. The difference frequency generation quantum cascade terahertz laser source has been the only technique workable at room temperature for the quantum cascade laser so far, which opens the door for developing the compact and widely tunable room temperature terahertz sources.