Parkinson’s disease is a chronic neurodegenerative disease that affects a large portion of the population, especially the elderly. It manifests with motor, cognitive and other types of symptoms, decreasing significantly the patients’ quality of life. The recent advances in the Internet of Things and Artificial Intelligence fields, including the subdomains of machine learning and deep learning, can support Parkinson’s disease patients, their caregivers and clinicians at every stage of the disease, maximizing the treatment effectiveness and minimizing the respective healthcare costs at the same time. In this review, the considered studies propose machine learning models, trained on data acquired via smart devices, wearable or non-wearable sensors and other Internet of Things technologies, to provide predictions or estimations regarding Parkinson’s disease aspects. Seven hundred and seventy studies have been retrieved from three dominant academic literature databases. Finally, one hundred and twelve of them have been selected in a systematic way and have been considered in the state-of-the-art systematic review presented in this paper. These studies propose various methods, applied on various sensory data to address different Parkinson’s disease-related problems. The most widely deployed sensors, the most commonly addressed problems and the best performing algorithms are highlighted. Finally, some challenges are summarized along with some future considerations and opportunities that arise.