Due to the lack of living space and the increase in population, there has been a construction boom in the underground space to improve the quality of human life. Tunnel engineering plays a vital role in the development of underground space. In addition to traditional methods, some intelligent methods such as artificial neural networks (ANNs) have been applied to various problems in the tunnel domain in recent years. This paper systematically reviews the application of ANNs from different aspects of tunnel engineering. It reveals that the backpropagation algorithm (BPA) and Levenberg-Marquardt algorithm (LMA) are the most widely used. Due to the limitations of some original models, some scholars use optimization algorithms such as particle swarm optimization (PSO) and genetic algorithm (GA) to optimize the original ANNs to obtain better prediction results. A comparison between the ANN-based methods and methods like statistical methods is conducted. Finally, the following conclusions can be drawn: (1) The recommended ratio of the training set and test set is 3:1; (2) The advantage of optimized ANNs is not apparent when the optimization algorithm varies. Additionally, the performance of ANNs is always better than that of statistical methods.