Environmental effects may lead to cracking, stiffness loss, brace damage, and other damages in bridges, frame structures, buildings, etc. Structural Health Monitoring (SHM) technology could prevent catastrophic events by detecting damage early. In recent years, Deep Learning (DL) has developed rapidly and has been applied to SHM to detect, localize, and evaluate diverse damages through efficient feature extraction. This paper analyzes 337 articles through a systematic literature review to investigate the application of DL for SHM in the operation and maintenance phase of facilities from three perspectives: data, DL algorithms, and applications. Firstly, the data types in SHM and the corresponding collection methods are summarized and analyzed. The most common data types are vibration signals and images, accounting for 80% of the literature studied. Secondly, the popular DL algorithm types and application areas are reviewed, of which CNN accounts for 60%. Then, this article carefully analyzes the specific functions of DL application for SHM based on the facility’s characteristics. The most scrutinized study focused on cracks, accounting for 30 percent of research papers. Finally, challenges and trends in applying DL for SHM are discussed. Among the trends, the Structural Health Monitoring Digital Twin (SHMDT) model framework is suggested in response to the trend of strong coupling between SHM technology and Digital Twin (DT), which can advance the digitalization, visualization, and intelligent management of SHM.