Unmanned Aerial Vehicles (UAVs) play an important role in many applications, including health, transport, telecommunications and safe and rescue operations. Their adoption can improve the speed and precision of applications when compared to traditional solutions based on handwork. The use of UAVs brings scientific and technological challenges. In this context, Machine Learning (ML) techniques provide solutions to several problems concerning the use of UAVs in civil and military applications. An increasing number of scientific papers on the use of ML in UAVs context have been published in academic journals. In this work, we present a literature review on the use of ML techniques in UAVs, outlining the most recurrent areas and the most commonly used ML techniques in UAV applications. The results reveal that applications in the areas of environment, communication and security are among the main research topics.INDEX TERMS unmanned aerial vehicle, machine learning, literature review, UAV applications, neural networks.