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In the last decade, deep supervised learning has had tremendous success. However, its flaws, such as its dependency on manual and costly annotations on large datasets and being exposed to attacks, have prompted researchers to look for alternative models. Incorporating contrastive learning (CL) for self-supervised learning (SSL) has turned out as an effective alternative. In this paper, a comprehensive review of CL methodology in terms of its approaches, encoding techniques and loss functions is provided. It discusses the applications of CL in various domains like Natural Language Processing (NLP), Computer Vision, speech and text recognition and prediction. The paper presents an overview and background about SSL for understanding the introductory ideas and concepts. A comparative study for all the works that use CL methods for various downstream tasks in each domain is performed. Finally, it …