Software defined networking (SDN) is new network architecture. SDN separates control layer from data layer and opens network interfaces to realize centralized network control and improve the scalability and the programmability of the network. But SDN is also facing a lot of network security threats. Abnormal traffic detection technologies can protect the network against malicious traffic attacks. This paper presents a comprehensive survey on the abnormal traffic detection of SDN. The possible network attacks on data plane and control plane are overviewed. Abnormal traffic detection frameworks on application plane, control plane, and intermediate platform are introduced and analyzed. The mechanisms of abnormal traffic identification, load balancing, abnormal traffic traceback, and abnormal traffic mitigation are discussed. The future work direction of SDN abnormal traffic detection is pointed out at the end.