Significant amounts of data are collected in buildings. While these data have great potential for maximizing the energy efficiency of buildings in general, only a small portion of the data are accessible to researchers, government, and industry for analyses. Concerns about privacy are one of the major barriers prohibiting access to these data. Privacy preservation techniques are generally applied to this problem not only to preserve underlying privacy but also to improve the usefulness of data. Among various privacy preserving techniques, differential privacy has become one of the more popular solutions since its introduction in 2006. Differential privacy is a mathematical measure for protecting privacy so that one's privacy cannot be incurred by participating in a database. Although significant research improvements have been made for more than a decade, applying differential privacy to data collected in buildings is still an immature field of study. Because implementing differential privacy on a certain use case is not straightforward and can be achieved with various configurations, it is important to understand variation of configurations with different use cases around data collected from buildings. This literature review aims to introduce what has been done to implement differential privacy in data collected in buildings, and to discuss associated challenges and potential future research opportunities.