This paper presents a critical review and comparison of the results of recently published studies in the fields of human–machine interface and the use of sonomyography (SMG) for the control of upper limb prothesis. For this review paper, a combination of the keywords “Human Machine Interface”, “Sonomyography”, “Ultrasound”, “Upper Limb Prosthesis”, “Artificial Intelligence”, and “Non-Invasive Sensors” was used to search for articles on Google Scholar and PubMed. Sixty-one articles were found, of which fifty-nine were used in this review. For a comparison of the different ultrasound modes, feature extraction methods, and machine learning algorithms, 16 articles were used. Various modes of ultrasound devices for prosthetic control, various machine learning algorithms for classifying different hand gestures, and various feature extraction methods for increasing the accuracy of artificial intelligence used in their controlling systems are reviewed in this article. The results of the review article show that ultrasound sensing has the potential to be used as a viable human–machine interface in order to control bionic hands with multiple degrees of freedom. Moreover, different hand gestures can be classified by different machine learning algorithms trained with extracted features from collected data with an accuracy of around 95%.