Fashion knowledge encourages people to properly dress and faces not only physiological necessity of users, but also the requirement of social practices and activities. It usually includes three jointly related aspects of: occasion, person and clothing. Nowadays, social media platforms allow users to interact with each other online to share opinions and information. The use of social media sites such as Instagram has already spread to almost every fashion brand and been evaluated as business take-off tools. With the heightened use of social media as a means of marketing communication for fashion brands, it has become necessary to empirically analyse and extract fashion knowledge from them. Thus, social brands are investing on them. In this way, they can understand the consumer's preferences. This change is also having a significant impact on social media data analysis. To solve this issue, the Deep learning (DL) methods are proven to be effective solutions due to their automatic learning capability. However, little systematic work currently exists on how researchers have applied DL for analysing fashion knowledge from social media data. Hence, this contribution outlines DL-based techniques for social media data related to fashion domain. In this study, a review of the dataset within the fashion world and the DL methods applied on, it is presented to help out new researchers interested in this subject. In particular, five different tasks will be considered: Object Detection, that includes Clothes Landmark Detection, Clothes Parsing and Product Retrieval, Fashion Classification, Clothes Generation, Automatic Fashion Knowledge Extraction and Clothes Recommendation. Therefore, the purpose of this paper is to underline the multiple applications within the fashion world using deep learning techniques. However, this review does not cover all the methods used: in fact, only Deep Learning methods have been analyzed. This choice was made since, given the huge amount of fashion social media data that has been collected, Deep Learning methods achieve the best performance both in terms of accuracy and time. Limitations point towards unexplored areas for future investigations, serving as useful guidelines for future research directions.