Steroidal alkaloids possess the basic steroidal skeleton with a nitrogen atom in rings or side chains incorporated as an integral part of the molecule. They have demonstrated a wide range of biological activities, and some of them have even been developed as therapeutic drugs, such as abiraterone acetate (Zytiga^®), a blockbuster drug, which has been used for the treatment of prostate cancer. Structurally diverse natural steroidal alkaloids present a wide spectrum of biological activities, which are attractive for natural product chemistry and medicinal chemistry communities. This review comprehensively covers the structural classification, isolation and various biological activities of 697 natural steroidal alkaloids discovered from 1926 to October 2021, with 363 references being cited.