The new coronavirus disease 2019 (COVID-19) has become a global pandemic leading to over 180 million confirmed cases and nearly 4 million deaths until June, 2021, according to the World Health Organization. Since the initial reported from December 2019 in Wuhan, China, COVID-19 has demonstrated a high transmission rate (with a R0 > 2), a diverse set of clinical characteristics (e.g., high rate of hospital and intensive care unit admission rates, multi-organ dysfunction for critically ill patients due to hyperinflammation, thrombosis, etc.), and tremendous burden on health care systems around the world. To understand the serious and complex disease and develop effective control, treatment, and prevention strategies, researchers from different disciplines have been making significant efforts from different aspects including epidemiology and public health, biology and genomic medicine, as well as clinical care and patient management. In recent years, artificial intelligence (AI) has been introduced into the healthcare field to aid clinical decision-making for disease diagnosis and treatment such as detecting cancer based on medical images and has achieved superior performance in multiple data-rich application scenarios. In the COVID-19 pandemic, AI techniques have also been used as a powerful tool to overcome the complex disease. In this context, the goal of this study is to review existing studies on applications of AI techniques in combating the COVID-19 pandemic. Specifically, these efforts can be grouped into the fields of epidemiology, therapeutics, clinical research, social and behavioral studies and are summarized. Potential challenges, directions, and open questions are discussed accordingly, which may provide new insights into addressing COVID-19 pandemic and would be helpful for researchers to explore more related topics in the post-pandemic era.