DHT11 analog or digital?

I saw some projects with DHT11, some connect it with analog pin, others connect with digital pin.

Is there any difference / advantage connecting to the analog?

Not really.

#define DHTPIN 2 // where we connect dht output

Whatever I choose will work fine. Any DIO pin or I can also use an analog pin, #define DHTPIN A0, for example.

Ron

Pins A0-A5 are just digital pins with analog input ability.
A6 and A7 on the ATmega328P are analog input only so won't work with the DHT11.