The demand for wind energy harvesting has grown significantly to mitigate the global challenges of climate change, energy security, and zero carbon emissions. Various methods to maximize wind power efficiency have been proposed. Notably, neural networks have shown large potential in improving wind power efficiency. In this paper, we provide a review of attempts to maximize wind power efficiency using neural networks. A total of three neural-network-based strategies are covered: (i) neural-network-based turbine control, (ii) neural-network-based wind farm control, and (iii) neural-network-based wind turbine blade design. In the first topic, we introduce neural networks that control the yaw of wind turbines based on wind prediction. Second, we discuss neural networks for improving the energy efficiency of wind farms. Last, we review neural networks to design turbine blades with superior aerodynamic performances.