Detonation is a kind of self-propagating supersonic combustion where the chemical reaction is rapid and violent under an extreme condition. The leading part of a detonation front is pre-shocked by a strong shock wave propagating into the explosive and triggering chemical reaction. The combustion system can be regarded as a kind of chemical reactive flow system. Therefore, the fluid modeling plays an important role in the studies on combustion and detonation phenomena. The discrete Boltzmann method (DBM) is a kind of new fluid modeling having quickly developed in recent thirty years. In this paper we review the progress of discrete Boltzmann modeling and simulation of combustion phenomena. Roughly speaking, the discrete Boltzmann models can be further classified into two categories. In the first category the DBM is regarded as a kind of new scheme to numerically solve partial differential equations, such as the Navier-Stokes equations, etc. In the second category the DBM works as a kind of novel mesoscopic and coarse-grained kinetic model for complex fluids. The second kind of DBM aims to probe the trans- and supercritical fluid behaviors or to study simultaneously the hydrodynamic non-equilibrium (HNE) and thermodynamic non-equilibrium (TNE) behaviors. It has brought significant new physical insights into the systems and promoted the development of new methods in the fields. For example, new observations on fine structures of shock and detonation waves have been obtained; The intensity of TNE has been used as a physical criterion to discriminate the two stages, spinodal decomposition and domain growth, in phase separation; Based on the feature of TNE, some new front-tracking schemes have been designed. Since the goals are different, the criteria used to formulate the two kinds of models are significantly different, even though there may be considerable overlaps between them. Correspondingly, works in discrete Boltzmann modeling and simulation of combustion systems can also be classified into two categories in terms of the two kinds of models. Up to now, most of existing works belong to the first category where the DBM is used as a kind of alternative numerical scheme. The first DBM for detonation [Yan, et al. 2013 Front. Phys. 8 94] appeared in 2013. It is also the first work aiming to investigate both the HNE and TNE in the combustion system via DBM. In this review we focus mainly on the development of the second kind of DBM for combustion, especially for detonation. A DBM for combustion in polar-coordinates [Lin, et al. 2014 Commun. Theor. Phys. 62 737] was designed in 2014. It aims to investigate the nonequilibrium behaviors in implosion and explosion processes. Recently, the multiple-relaxation-time version of DBM for combustion [Xu, et al. 2015 Phys. Rev. E 91 043306] was developed. As an initial application, various non-equilibrium behaviors around the detonation wave in one-dimensional detonation process were preliminarily probed. The following TNE behaviors, exchanges of internal kinetic energy between different displacement degrees of freedom and between displacement and internal degrees of freedom of molecules, have been observed. It was found that the system viscosity (or heat conductivity) decreases the local TNE, but increases the global TNE around the detonation wave. Even locally, the system viscosity (or heat conductivity) results in two competing trends, i.e. to increase and decrease the TNE effects. The physical reason is that the viscosity (or heat conductivity) takes part in both the thermodynamic and hydrodynamic responses to the corresponding driving forces. The ideas to formulate DBM with the smallest number of discrete velocities and DBM with flexible discrete velocity model are presented. As a kind of new modeling of combustion system, mathematically, the second kind of DBM is composed of the discrete Boltzmann equation(s) and a phenomenological reactive function; physically, it is equivalent to a hydrodynamic model supplemented by a coarse-grained model of the TNE behaviors. Being able to capture various non-equilibrium effects and being easy to parallelize are two features of the second kind of DBM. Some more realistic DBMs for combustion are in progress. Combustion process has an intrinsic multi-scale nature. Typical time scales cover a wide range from 10-13 to 10-3 second, and typical spatial scales cover a range from 10-10 to 1 meter. The hydrodynamic modeling and microscopic molecular dynamics have seen great achievements in combustion simulations. But for problems relevant to the mesoscopic scales, where the hydrodynamic modeling is not enough to capture the nonequilibrium behaviors and the molecular dynamics simulation is not affordable, the modeling and simulation are still keeping challenging. Roughly speaking, there are two research directions in accessing the mesoscopic behaviors. One direction is to start from the macroscopic scale to smaller ones, the other direction is to start from the microscopic scale to larger ones. The idea of second kind of DBM belongs to that of the first direction. It will contribute more to the studies on the nonequilibrium behaviors in combustion phenomena.