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The current wireless communication infrastructure has to face exponential development in mobile traffic size, which demands high data rate, reliability, and low latency. MIMO systems and their variants (i.e., Multi-User MIMO and Massive MIMO) are the most promising 5G wireless communication systems technology due to their high system throughput and data rate. However, the most significant challenges in MIMO communication are substantial problems in exploiting the multiple-antenna and computational complexity. The recent success of RL and DL introduces novel and powerful tools that mitigate issues in MIMO communication systems. This article focuses on RL and DL techniques for MIMO systems by presenting a comprehensive review on the integration between the two areas. We first briefly provide the necessary background to RL, DL, and MIMO. Second, potential RL and DL applications for different MIMO issues, such as detection, classification, and compression; channel estimation; positioning, sensing, and localization; CSI acquisition and feedback, security, and robustness; mmWave communication and resource allocation, are presented.