Different from atoms, molecules have unique properties, and play an important role in the research of atomic, molecular and optical physics. Cold molecules have important applications in science and have been studied for more than 20 years. But traditional methods, such as the Stark decelerator, have hit a bottleneck: it is hard to increase the phase space density of molecules. Extending the direct laser-cooling technique to new molecular species has recently been a hot topic and also a big challenge. In this review paper, on one hand, we make a brief review to recent progresses on the direct laser cooling of polar molecules. On the other hand, a demonstration on the feasibility of laser cooling BaF molecule has been experimentally illustrated, including the analysis on the molecular energy levels, measurements of the high-resolution spectroscopy, efficient pre-cooling and state preparation via buffer-gas cooling and detailed investigations on the molcule-light interactions. All these results not only pave the way for future laser-cooling and -trapping experiments, but also serve as a reference for the laser-cooling explorations on new molecular species.