Deep learning is transforming many areas in science, and it has great potential in modeling molecular systems. However, unlike the mature deployment of deep learning in computer vision and natural language processing, its development in molecular modeling and simulations is still at an early stage, largely because the inductive biases of molecules are completely different from those of images or texts. Footed on these differences, we first reviewed the limitations of traditional deep learning models from the perspective of molecular physics and wrapped up some relevant technical advancement at the interface between molecular modeling and deep learning. We do not focus merely on the ever more complex neural network models; instead, we introduce various useful concepts and ideas brought by modern deep learning. We hope that transacting these ideas into molecular modeling will create new opportunities. For this purpose, we summarized several representative applications, ranging from supervised to unsupervised and reinforcement learning, and discussed their connections with the emerging trends in deep learning. Finally, we give an outlook for promising directions which may help address the existing issues in the current framework of deep molecular modeling.