Currently, thyroid disorders are more common and widespread among women worldwide. In India, seven out of ten women are suffering from thyroid problems. Various research literature studies predict that about 35% of Indian women are examined with prevalent goiter. It is very necessary to take preventive measures at its early stages, otherwise it causes infertility problem among women. The recent review discusses various analytics models that are used to handle different types of thyroid problems in women. This chapter is planned to analyze and compare different classification models, both machine learning algorithms and deep leaning algorithms, to classify different thyroid problems. Literature from both machine learning and deep learning algorithms is considered. This literature review on thyroid problems will help to analyze the reason and characteristics of thyroid disorder. The dataset used to build and to validate the algorithms was provided by UCI machine learning repository.