The remarkable success of deep learning has prompted interest in its application to medical diagnosis. Even tough state-ofthe-art deep learning models have achieved human-level accuracy on the classification of different types of medical data, these models are hardly adopted in clinical workflows, mainly due to their lack of interpretability. The black-box-ness of deep learning models has raised the need for devising strategies to explain the decision process of these models, leading to the creation of the topic of eXplainable Artificial Intelligence (XAI). In this context, we provide a thorough survey of XAI applied to medical diagnosis, including visual, textual, and example-based explanation methods. Moreover, this work reviews the existing medical imaging datasets and the existing metrics for evaluating the quality of the explanations . Complementary to most existing surveys, we include a performance comparison among a set of report generation-based methods. Finally, the major challenges in applying XAI to medical imaging are also discussed.CCS Concepts: • Applied computing → Health care information systems.