With the fast advance of connectome imaging techniques, we have the opportunity of mapping the human brain pathways in vivo at unprecedented resolution. In this article we review the current developments of diffusion magnetic resonance imaging (MRI) for the reconstruction of anatomical pathways in connectome studies. We first introduce the background of diffusion MRI with an emphasis on the technical advances and challenges in state-of-the-art multi-shell acquisition schemes used in the Human Connectome Project. Characterization of the microstructural environment in the human brain is discussed from the tensor model to the general fiber orientation distribution (FOD) models that can resolve crossing fibers in each voxel of the image. Using FOD-based tractography, we describe novel methods for fiber bundle reconstruction and graph-based connectivity analysis. Building upon these novel developments, there have already been successful applications of connectome imaging techniques in reconstructing challenging brain pathways. Examples including retinofugal and brainstem pathways will be reviewed. Finally, we discuss future directions in connectome imaging and its interaction with other aspects of brain imaging research.