Data is the most valuable assets of an organization that need to be secured. Due to limited computational resources, Customers outsource their workload to cloud and economically enjoy the massive computational power, bandwidth, storage, and even appropriate software that can be shared in a pay-per-use manner. Despite of tremendous benefits of cloud computing, protection of customers’ confidential data is a major concern. Data leakage involves the intentional or unintentional release of secure or confidential information to non-trusted environment. Data leakage poses a serious issue for companies as the number of incidents and the cost to those experiencing them continue to increase. Data leakage is enhanced by the fact that transmitted data (both inbound and outbound); including emails, instant messaging, website forms and file transfers. Data leakage prevention system (DLPS) is a strategy for making sure that end users do not send the confidential data or information outside the corporate network. This review paper aims to study data leakage prevention through some challenges and data protection approaches as well as considering some limitations. This survey of DLPS can benefit academics as well as professionals.