The human immune system is very complex. Understanding it traditionally required specialized knowledge and expertise along with years of study. However, in recent times, the introduction of technologies such as AIoMT (Artificial Intelligence of Medical Things), genetic intelligence algorithms, smart immunological methodologies, etc., has made this process easier. These technologies can observe relations and patterns that humans do and recognize patterns that are unobservable by humans. Furthermore, these technologies have also enabled us to understand better the different types of cells in the immune system, their structures, their importance, and their impact on our immunity, particularly in the case of debilitating diseases such as cancer. The undertaken study explores the AI methodologies currently in the field of immunology. The initial part of this study explains the integration of AI in healthcare and how it has changed the face of the medical industry. It also details the current applications of AI in the different healthcare domains and the key challenges faced when trying to integrate AI with healthcare, along with the recent developments and contributions in this field by other researchers. The core part of this study is focused on exploring the most common classifications of health diseases, immunology, and its key subdomains. The later part of the study presents a statistical analysis of the contributions in AI in the different domains of immunology and an in‐depth review of the machine learning and deep learning methodologies and algorithms that can and have been applied in the field of immunology. We have also analyzed a list of machine learning and deep learning datasets about the different subdomains of immunology. Finally, in the end, the presented study discusses the future research directions in the field of AI in immunology and provides some possible solutions for the same.