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This abundance of data significantly boosts machine and deep learning models for Predictive Maintenance (PdM). The PdM plays a vital role in extending the lifespan of industrial equipment and machines while also helping to reduce the risk of unscheduled downtime. Given its multidisciplinary nature, the field of PdM has been approached from many different angles: this comprehensive survey aims at providing an up-to-date overview focused on all the learning-based industrial PdM strategies, discussing weaknesses and strengths. The survey is based on the Preferred Reporting Items for Systematic Reviews and Meta-Analyses (PRISMA) methodological flow, allowing a systematic and complete review of the literature. In particular, firstly, we explore the main learning models used for PdM, mainly Convolutional Neural Networks (ConvNets), Autoencoders (AEs), Generative Adversarial Networks (GANs), and Transformers, also giving an overview of the newest models such as diffusion models and foundation models. Then, we discuss the main learning paradigms applied to PdM, i.e., supervised, unsupervised, ensemble, transfer, federated, and reinforcement learning. Furthermore, this work discusses the pipeline of the data-driven PdM and its benefits, practical applications, datasets, and benchmarks. In addition, the evaluation metrics for each PdM stage and the state-of-the-art hardware devices used are discussed. 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