Spin gapless semiconductors are new class of spintronic materials characterized with nearly fully spin polarization and good compatibilities with the existence semiconductor industry. We reviewed the recent advances of Heusler spin gapless semiconductors, including Hg2CuTi and LiMgPdSn types, from the aspects of first principles calculations and experimental magneto transport properties. We try to illustrate the mechanism and rule guiding for the formation of spin gapless semiconductors in Heulser alloys, and uncover the affect by the atomic order and composition adjust. By constructing the spin injection scheme based on the Heusler spin gapless semiconductor, we give outlook for their development and potential applications.