This paper provides a systematic overview of machine learning methods applied to solve NP-hard Vehicle Routing Problems (VRPs). Recently, there has been a great interest from both machine learning and operations research communities to solve VRPs either by pure learning methods or by combining them with the traditional hand-crafted heuristics. We present the taxonomy of the studies for learning paradigms, solution structures, underlying models, and algorithms. We present in detail the results of the state-of-the-art methods demonstrating their competitiveness with the traditional methods. The paper outlines the future research directions to incorporate learning-based solutions to overcome the challenges of modern transportation systems.