Diabetic retinopathy (DR) is a complication of diabetes that cause retinal damage; therefore, it is a leading cause of blindness. However, early detection of this disease can dramatically reduce the risk of vision loss. The main problem of early DR detection is that the manual diagnosis by ophthalmology is time-consuming, expensive, and prone to misdiagnosis. Deep learning (DL) models have aided in the early diagnosis of DR, and DL is now frequently utilized in DR detection and classification. The main issues with classical DL models is that they are incapable to quantify the uncertainty in the models, thus they are prone to make wrong decisions in complex cases. However, Bayesian deep learning (BDL) models have recently evolved as unified probabilistic framework to integrate DL and Bayesian models to provides an accurate framework to identify all sources of uncertainty in the model. This paper introduces BDL and most recent research that used BDL approaches to treat diabetic retinopathy are reviewed and discussed. A thorough comparison of the existing Bayesian approaches in this topic is also presented. In addition, available datasets for the fundus retina, which is often employed in DR, are provided and reviewed.

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