One of the main goals of deep space exploration is asteroid exploration, which has great scientific significance. Faced with the challenges of long distances and limited knowledge of asteroid exploration targets, the rapidly evolving technology of artificial intelligence (AI) has emerged as a promising complement to existing space mission implementation paradigms. In addition to introducing the current state of research on the application of AI methods in asteroid exploration, this paper analyzes the methods of AI systems used in space exploration missions and asteroid ground observation systems. It also summarizes the challenges that these methods face. It also proposes key technologies with developmental potential for asteroid exploration.