The halo phenomenon in exotic nuclei has long been an important frontier in nuclear physics research since its discovery in 1985. In parallel with the experimental progress in exploring halo nuclei, the covariant density functional theory has become one of the most successful tools for the microscopic study of halo nuclei. Based on spherical symmetry, the relativistic continuum Hartree–Bogoliubov theory describes the first halo nucleus 11Li self-consistently and predicts the giant halo phenomenon. Based on axial symmetry, the deformed relativistic Hartree–Bogoliubov theory in continuum has predicted axially deformed halo nuclei 42,44Mg and the shape decoupling effects therein. Based on triaxial symmetry, recently the triaxial relativistic Hartree–Bogoliubov theory in continuum has been developed and applied to explore halos in triaxially deformed nuclei. The theoretical frameworks of these models are presented, with the efficacy of exploiting symmetries highlighted. Selected applications to spherical, axially deformed, and triaxially deformed halo nuclei are introduced.