Recommender systems (RS) have been developed to make personalized suggestions and enrich users’ preferences in various online applications to address the information explosion problems. However, traditional recommender-based systems act as black boxes, not presenting the user with insights into the system logic or reasons for recommendations. Recently, generating explainable recommendations with deep knowledge graphs (DKG) has attracted significant attention. DKG is a subset of explainable artificial intelligence (XAI) that utilizes the strengths of deep learning (DL) algorithms to learn, provide high-quality predictions, and complement the weaknesses of knowledge graphs (KGs) in the explainability of recommendations. DKG-based models can provide more meaningful, insightful, and trustworthy justifications for recommended items and alleviate the information explosion problems. Although several studies have been carried out on RS, only a few papers have been published on DKG-based methodologies, and a review in this new research direction is still insufficiently explored. To fill this literature gap, this paper uses a systematic literature review framework to survey the recently published papers from 2018 to 2022 in the landscape of DKG and XAI. We analyze how the methods produced in these papers extract essential information from graph-based representations to improve recommendations’ accuracy, explainability, and reliability. From the perspective of the leveraged knowledge-graph related information and how the knowledge-graph or path embeddings are learned and integrated with the DL methods, we carefully select and classify these published works into four main categories: the Two-stage explainable learning methods, the Joint-stage explainable learning methods, the Path-embedding explainable learning methods, and the Propagation explainable learning methods. We further summarize these works according to the characteristics of the approaches and the recommendation scenarios to facilitate the ease of checking the literature. We finally conclude by discussing some open challenges left for future research in this vibrant field.