With the progress of laser cooling and other atom optics technologies, the cold atom interferometry gyroscope based on cold atom wave is developing rapidly, and it promises to be a novel gyroscope technology in inertial navigation areas. The research status of cold atom interferometry gyroscope and the principle of atom interferometry are introduced, and a comparative analysis of the characteristics among the three distinct types of cold atom interferometry gyroscopes in Stanford University, Observatoire de Paris and Hanover University is carried out. The improving schemes and developing prospects of cold atom interferometry gyroscope are discussed by focusing on its current limitations, aiming at its wider application in inertial navigation fields.