Metal halide perovskite materials have rapidly advanced in the perovskite solar cells and light-emitting diodes due to their superior optoelectronic properties. The structure of perovskite optoelectronic devices includes the perovskite active layer, electron transport layer, and hole transport layer. This indicates that the optimization process unfolds as a complex interplay between intricate chemical crystallization processes and sophisticated physical mechanisms. Traditional research in perovskite optoelectronics has mainly depended on trial-and-error experimentation, a less efficient approach. Recently, the emergence of machine learning (ML) has drastically streamlined the optimization process. Due to its powerful data processing capabilities, ML has significant advantages in uncovering potential patterns and making predictions. More importantly, ML can reveal underlying patterns in data and elucidate complex device mechanisms, playing a pivotal role in enhancing device performance. We present the latest advancements in applying ML to perovskite optoelectronic devices, covering perovskite active layers, transport layers, interface engineering, and mechanisms. In addition, it offers a prospective outlook on future developments. We believe that the deep integration of ML will significantly expedite the comprehensive enhancement of perovskite optoelectronic device performance.