Recently, big data has become a critical strategic resource by various countries and regions. However, big data suffers from the problem of data circulation and insufficient regulation, incurring data silos and poor data quality. This provokes researchers to explore data integration techniques for enabling data sharing, improving data quality, and activating the potential of data elements. Knowledge graphs and relational tables, as two crucial types of data organization, have been widely used in real life. To this end, we dedicate this survey from the perspective of relational data and knowledge graph to i) first summarize and analyze the key technologies of data integration, including entity resolution, data fusion, and data cleaning; and ii) then look forward to the future directions and challenges for data integration.