In the last years, the livestock sector is moving towards a more sustainable animal-based industry, mitigating the environmental impact of livestock while meeting the demand for high-quality food. To achieve these goals, farms are using a more technological approach, adopting algorithms to manipulate the vast amount of data from sensors and routine operations. The results will be useful for making more objective decisions. In this context, machine learning - a branch of Artificial Intelligence applied to the study of prediction, inference, and clustering algorithms - can be successfully employed. Nowadays, machine learning algorithms are successfully used to solve many issues in the livestock sector, such as early disease detection, and they are expected to be employed in the future for welfare monitoring. This brief review gives an overview of the current state of the art of the most popular applications for dairy science and the most widely used and best-performing algorithms, highlighting the challenges and obstacles for broad acceptance of these techniques in the dairy sector.