In this talk we summary some recent progress on limit theorems for the Wasserstein distance of empirical measures of Markov processes. For symmetric diffusion processes on Riemannian manifold possibly with reflecting or killing boundary, the sharp convergence rate is derived with renormalization limit formulated by using the spectrum of the generator. Moreover, a general framework is established to estimate the convergence rate in Wasserstein distance of empirical measures for ergodic Markov processes.