Magnetic reconnection and plasma waves share a critical connection. On the one hand, quasi-steady wave structures (shock, KAW eigenmode) play a pivotal role in the formation and structure of magnetic reconnection. On the other hand, higher-frequency and small-scale waves may influence energy conversion, particle heating, and anomalous resistivity. Waves of various scales dictate the multi-scale coupling characteristics and energy conversion within the reconnection process. This review focuses on plasma waves during the Earth's magnetosphere magnetic reconnection, seeking to elucidate the characteristics and roles of kinetic Alfven waves (KAWs), low hybrid waves, whistler waves, electrostatic solitary waves (ESWs), ion acoustic waves, and electron-scale high-frequency electrostatic waves. The KAW eigenmode is capable of describing various phenomena in the diffusion region such as Hall magnetic fields and Hall electric fields, significantly impacting the reconnection rate. Lower hybrid waves are easily excited in the strong density gradient in the current layer and found to heat electrons in the parallel direction, while whistler waves are excited through Landau resonance and cyclotron resonance. Both whistler waves and lower hybrid waves are found to exhibit minimal influence on the reconnection rate through the anomalous resistivity. ESWs predominantly emerge within the magnetic reconnection boundary region, necessitating further investigation into their heating effects. Finally, the review delves into high-frequency electrostatic waves, emphasizing their importance in the magnetic reconnection diffusion region, specifically for electron diffusion and scattering processes. The insights gained from these research advancements serve as a foundation for future studies and advancements in the field of magnetic reconnection and plasma wave interactions.