Abstract: Since the discovery of the halo nucleus ¹¹Li in 1985, halo phenomena in exotic nuclei have always been an important frontier in nuclear physics research. The relativistic density functional theory has achieved great success in the study of halo nuclei, e.g., the self-consistent description of halo nucleus ¹¹Li and the microscopic prediction of deformed halo nuclei. This paper introduces some recent progresses based on the deformed relativistic Hartree-Bogoliubov theory in continuum (DRHBc) and the triaxial relativistic Hartree-Bogoliubov theory in continuum (TRHBc). A microscopic and self-consistent description of the deformed halo nucleus ³⁷Mg, including its small one-neutron separation energy, large root-mean-square radius, diffuse density distribution, and p-wave components for the halo neutron, has been achieved by the DRHBc theory. The DRHBc theory has also predicted a deformed neutron halo and the collapse of the N = 28 shell closure in the recently discovered isotope ³⁹Na. The TRHBc theory has been newly developed and applied to the aluminum isotopic chain. The heaviest odd-odd ⁴²Al has been predicted as a triaxial halo nucleus with a novel shape decoupling between its core and halo at the triaxial level.