With the fast development of wearable medical device in recent years, it becomes critical to conduct research on continuously measured physiological signals. Entropy is a key metric for quantifying the irregularity and/or complexity contained in human physiological signals. In this review, we focus on exploring how entropy changes in various physiological signals in cardiovascular diseases. Our review concludes that the direction of entropy change relies on the physiological signals under investigation. For heart rate variability and pulse index, the entropy of a healthy person is higher than that of a patient with cardiovascular diseases. For diastolic period variability and diastolic heart sound, the direction of entropy change is reversed. Our conclusion should not only give valuable guidance for further research on the application of entropy in cardiovascular diseases but also provide a foundation for using entropy to analyze the irregularity and/or complexity of physiological signals measured by wearable medical device.