In recent years, the number of deaths due to suicide has increased. Suicide is becoming one of the major causes of death across the whole world. This has led to an alarming situation as it is endangering the human life. A lot of studies have been done to find the reason behind such suicides and its prevention. The literature has suggested that the detection of suicide thoughts at an early stage can help to rescue the life of people. The idea of early detection has led various researchers to carry out research in this direction. Many such studies have used machine learning and deep learning models to predict the idea of suicide. So, this paper reviews the existing study that has been performed towards detection of suicidal thoughts using machine learning and deep learning techniques.