Additive manufacturing (AM) has emerged as a commonly utilized technique in the manufacturing process of a wide range of materials. Recent advances in AM technology provide precise control over processing parameters, enabling the creation of complex geometries and enhancing the quality of the final product. Moreover, Machine Learning (ML) has become widely used to make systems work better by using materials and processes more intelligently and controlling their resulting properties. In industrial settings, implementing ML not only reduces the lead time of manufacturing processes but also enhances the quality and properties of produced parts through optimization of process parameters. Also, ML techniques have facilitated the advancement of cyber manufacturing in AM systems, thereby revolutionizing Industry 4.0. The current review explores the application of ML techniques across different aspects of AM including material and technology selection, optimization and control of process parameters, defect detection, and evaluation of properties results in the printed objects, as well as integration with Industry 4.0 paradigms. The progressive phases of utilizing ML in the context of AM, including data gathering, data preparation, feature engineering, model selection, training, and validation, have been discussed. Finally, certain challenges associated with the use of ML in the AM and some of the best-practice solutions have been presented.