Objective. Electroencephalography (EEG) has evolved into an indispensable instrument for estimating cognitive workload in various domains. Machine Learning (ML) and deep learning (DL) techniques have been increasingly employed to develop accurate workload estimation and classification models based on EEG data. The goal of this systematic review is to compile the body of research on EEG workload estimation and classification using ML and DL approaches. Methods. The Preferred Reporting Items for Systematic Reviews and Meta-Analyses procedures were followed in conducting the review, searches were conducted through databases at SpringerLink, ACM Digital Library, IEEE Explore, PubMed, and Science Direct from the beginning to the end of 16 February 2024. Studies were selected based on predefined inclusion criteria. Data were extracted to capture study design, participant demographics, EEG features, ML/DL algorithms, and reported performance metrics. Results. Out of the 125 items that emerged, 33 scientific papers were fully evaluated. The study designs, participant demographics, and EEG workload measurement and categorization techniques used in the investigations differed. Support vector machine (SVM), convolutional neural network (CNN), and hybrid networks are examples of ML and DL approaches that were often used. Analyzing the accuracy scores achieved by different ML/DL models. Furthermore, a relationship was noted between sample frequency and model accuracy, with higher sample frequencies generally leading to improved performance. The percentage distribution of ML/DL methods revealed that SVMs, CNNs, and recurrent neural networks were the most commonly utilized techniques, reflecting their robustness in handling EEG data. Significance. The comprehensive review emphasizes how ML may be used to identify mental workload across a variety of disciplines using EEG data. Optimizing practical applications requires multimodal data integration, standardization efforts, and real-world validation studies. These systems will also be further improved by addressing ethical issues and investigating new EEG properties, which will improve human–computer interaction and performance assessment.