Machine learning draws its power from various disciplines, including computer science, cognitive science, and statistics. Although machine learning has achieved great advancements in both theory and practice, its methods have some limitations when dealing with complex situations and highly uncertain environments. Insufficient data, imprecise observations, and ambiguous information/relationships can all confound traditional machine learning systems. To address these problems, researchers have integrate machine leaning from different aspects, and fuzzy techniques including fuzzy sets, fuzzy systems, fuzzy logic, fuzzy measures, fuzzy relations, and so on. This paper presents a systematic review of fuzzy machine learning, from theory, approach to application, with the overall objective of providing an overview of recent achievements in the field of fuzzy machine learning. To this end, the concepts and frameworks discussed are divided into five categories: (a) fuzzy classical machine learning; (b) fuzzy transfer learning; (c) fuzzy data stream learning; (d) fuzzy reinforcement learning; and (e) fuzzy recommender systems. The literature presented should provide researchers with a solid understanding of the current progress in fuzzy machine learning research and its applications.