This Review Article provides an overview of chaos in laser diodes by surveying experimental achievements in the area and explaining the theory behind the phenomenon. The fundamental physics underpinning laser diode chaos and also the opportunities for harnessing it for potential applications are discussed. The availability and ease of operation of laser diodes, in a wide range of configurations, make them a convenient testbed for exploring basic aspects of nonlinear and chaotic dynamics. It also makes them attractive for practical tasks, such as chaos-based secure communications and random number generation. Avenues for future research and development of chaotic laser diodes are also identified.