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Bayesian optimization (BO) algorithm is a global optimization approach, and it has been recently gained growing attention in materials science field for the search and design of new functional materials. Herein, we briefly give an overview of recent applications of BO algorithm in the determination of physical parameters of physics model, the design of experimental synthesis conditions, the discovery of functional materials with targeted properties, and the global optimization of atomic structures. The basic methodologies of BO in these applications are also addressed.