Sleep disorders are related to many different diseases, and they could have a significant impact in patients' health, causing an economic impact to the society and to the national health systems. In the United States, according to information from the Center for Disease Control and Prevention, those disorders are affecting 50-70 million in the adult population. Sleep disorders are causing annually around 40,000 deaths due to cardiovascular problems, and they cost the health system more than 16 billion. In other countries, such as in Spain, those disorders affect up to 48% of the adult population. The main objective of this chapter is to review and evaluate the different machine learning techniques utilized by researchers and medical professionals to identify, assess, and characterize sleep disorders. Moreover, some future research directions are proposed considering the evaluated area.