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This chapter introduces the existing challenges in deep reinforcement learning research and applications, including: (1) the sample efficiency problem; (2) stability of training; (3) the catastrophic interference problem; (4) the exploration problems; (5) meta-learning and representation learning for the generality of reinforcement learning methods across tasks; (6) multi-agent reinforcement learning with other agents as part of the environment; (7) sim-to-real transfer for bridging the gaps between simulated environments and the real world; (8) large-scale reinforcement learning with parallel training frameworks to shorten the wall-clock time for training, etc. This chapter proposes the above challenges with potential solutions and research directions, as the primers of the advanced topics in the second main part of the book, including Chaps. 8–12, to provide the readers a relatively comprehensive understanding about the …