COVID-19, a worldwide pandemic that has affected many people and thousands of individuals have died due to COVID-19, during the last two years. Due to the benefits of Artificial Intelligence (AI) in X-ray image interpretation, sound analysis, diagnosis, patient monitoring, and CT image identification, it has been further researched in the area of medical science during the period of COVID-19. This study has assessed the performance and investigated different machine learning (ML), deep learning (DL), and combinations of various ML, DL, and AI approaches that have been employed in recent studies with diverse data formats to combat the problems that have arisen due to the COVID-19 pandemic. Finally, this study shows the comparison among the stand-alone ML and DL-based research works regarding the COVID-19 issues with the combinations of ML, DL, and AI-based research works. After in-depth analysis and comparison, this study responds to the proposed research questions and presents the future research directions in this context. This review work will guide different research groups to develop viable applications based on ML, DL, and AI models, and will also guide healthcare institutes, researchers, and governments by showing them how these techniques can ease the process of tackling the COVID-19.