Machine learning (ML) in toxicological sciences is growing exponentially, which presents unprecedented opportunities and brings up important considerations for using ML in this field. This review discusses supervised, unsupervised, and reinforcement learning and their applications to toxicology. The application of the scientific method is central to the development of a ML model. These steps involve defining the ML problem, constructing the dataset, transforming the data and feature selection, choosing and training a ML model, validation, and prediction. The need for rigorous models is becoming more of a requirement due to the vast number of chemicals and their interaction with biota. Large datasets make this task possible, though selecting databases with overlapping chemical spaces, amongst other things, is an important consideration. Predicting toxicity through machine learning can have significant societal impacts, including enhancements in assessing risks, determining clinical toxicities, evaluating carcinogenic properties, and detecting harmful side effects of medications. We provide a concise overview of the current state of this topic, focusing on the potential benefits and challenges related to the availability of extensive datasets, the methodologies for analyzing these datasets, and the ethical implications involved in applying such models.