Surface plasmons as the collective electrons oscillation at the interface of metal and dielectric materials, have induced tremendous applications for the nanoscale light focusing, waveguiding, coupling, and photodetection. As the development of the modern technology, cathodoluminescence (CL) has been successfully applied to describe the plasmon resonance within the nanoscale. Usually, the CL detection system is combined with a high resolution scanning electron microscope (SEM). The fabricated plasmonic nanostructure is directly excited by the electron beam, and detected by an ultra-sensitive spectrometer and photodetector. Under the high energy electron stimulation, all of the plasmon resonances of the metallic nanostructure can be excited. Because of the high spatial resolution of the SEM, the detected CL can be used to analyze the details of plasmon resonance modes. In this review, we first briefly introduced the physical mechanism for the CL generation, and then discussed the CL emission of single plasmonic nanostructures such as different nanowires, nanoantennas, nanodisks and nanocavities, where the CL only describes the individual plasmon resonance modes. Second, the plasmon coupling behavior for the ensemble measurement was compared and analyzed for the CL detection. Finally, the CL detection with other advanced technologies were concluded. We believe with the development of the nanophotonics community, CL detection as a unique technique with ultra-high energy and spatial resolution has potential applications for the future plasmonic structure design and characterization.