This paper gives a comprehensive review of scientific interests and current methodologies of artificial intelligence applied to advanced material design and discovery by taking into account multiple sustainable design criteria such as functionalities, costs, environmental impacts, and recyclability. The main research activities include predicting material properties, compositions, and structures with data mining, new material discovery, hybrid modeling approaches combining AI techniques and classical computational formulations based on physical and chemical laws, and multicriteria optimization of materials. Based on this review, a short analysis is provided on the perspectives of this research area in the future, aiming at creating an everything connected material life cycle with real-time traceability systems.