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One of their core enabling technologies is cellular Massive Multiple-Input-Multiple-Output (M-MIMO) systems. However, future wireless networks are expected to serve a very large number of devices and the current MIMO networks are not scalable, highlighting the need for novel solutions. At this moment, Cell-free Massive MIMO (CF M-MIMO) technology seems to be the most promising idea in this direction. Despite their appealing characteristics, CF M-MIMO systems face their own challenges, such as power allocation and channel estimation. Deep Learning (DL) has been successfully employed to a wide range of problems in many different research areas, including wireless communications. In this paper, a review of the state-of-the-art DL methods applied to CF M-MIMO communications systems is provided. In addition, the basic characteristics of Cell-free networks are introduced, along with the presentation of the most commonly used DL models. 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