Machine learning, deep learning, and NLP methods on knowledge graphs are present in different fields and have important roles in various domains from self-driving cars to friend recommendations on social media platforms. However, to apply these methods to knowledge graphs, the data usually needs to be in an acceptable size and format. In fact, knowledge graphs normally have high dimensions and therefore we need to transform them to a low-dimensional vector space. An embedding is a low-dimensional space into which you can translate high dimensional vectors in a way that intrinsic features of the input data are preserved. In this review, we first explain knowledge graphs and their embedding and then review some of the random walk-based embedding methods that have been developed recently.