Machine learning (ML) techniques have permeated various domains, offering intelligent solutions to complex problems. ML has been increasingly explored for applications in active power filters (APFs) due to its potential to enhance harmonic compensation, reference signal generation, filter control optimization, and fault detection and diagnosis. This paper reviews the most recent applications of ML in APFs, highlighting their abilities to adapt to nonlinear load conditions, improve fault detection and classification accuracy, and optimize system performance in real time. However, this paper also highlights several limitations of these methods, such as the high computational complexity, the need for extensive training data, and challenges with real-time deployment in distributed power systems. For example, the marginal improvements in total harmonic distortion (THD) achieved by ML-based methods often do not justify the increased computational overhead compared to traditional control methods. This review then suggests future research directions to overcome these limitations, including lightweight ML models for faster and more efficient control, federated learning for decentralized optimization, and digital twins for real-time system monitoring. While traditional methods remain effective, ML-based solutions have the potential to significantly enhance APF performance in future power systems.