With the increase in biosensors and data collection devices in the healthcare industry, artificial intelligence and machine learning have attracted much attention in recent years. In this study, we offered a comprehensive review of the current trends and the state-of-the-art in mental health analysis as well as the application of machine-learning techniques for analyzing multi-variate/multi-channel multi-modal biometric signals.This study reviewed the predominant mental-health-related biosensors, including polysomnography (PSG), electroencephalogram (EEG), electro-oculogram (EOG), electromyogram (EMG), and electrocardiogram (ECG). We also described the processes used for data acquisition, data-cleaning, feature extraction, machine-learning modeling, and performance evaluation. This review showed that support-vector-machine and deep-learning techniques have been well studied, to date.After reviewing over 200 papers, we also discussed the current challenges and opportunities in this field.