The explosive growth of information has rapidly ushered people into the era of big data. Due to the large volume, high variety, and rapid velocity characteristics of big data, most traditional data mining methods developed for a centralized data analysis process cannot be applied directly. AI leverages machine intelligence to provide insights, automation, and new methods to interact with data, thereby promoting data literacy throughout the organization. Based on the theory of Big Data Cycle, this paper discusses the relationship between big data and AI and how they interact and influence each other. It adopts the integrative review research method to screen latest literature and summarizes the role of AI in different phases of big data cycle. We also provide an insight into the applications of big data and AI in three different areas, that is, social network, health care, and finance.