This paper presents a comprehensive review of the principle and application of deep learning in retinal image analysis. Many eye diseases often lead to blindness in the absence of proper clinical diagnosis and medical treatment. For example, diabetic retinopathy (DR) is one such disease in which the retinal blood vessels of human eyes are damaged. The ophthalmologists diagnose DR based on their professional knowledge, that is labor intensive. With the advances in image processing and artificial intelligence, computer vision-based techniques have been applied rapidly and widely in the field of medical images analysis and are becoming a better way to advance ophthalmology in practice. Such approaches utilize accurate visual analysis to identify the abnormality of blood vessels with improved performance over manual procedures. More recently, machine learning, in particular, deep learning, has been successfully implemented in this area. In this paper, we focus on recent advances in deep learning methods for retinal image analysis. We review the related publications since 1982, which include more than 80 papers for retinal vessels detections in the research scope spanning from segmentation to classification. Although deep learning has been successfully implemented in other areas, we found only 17 papers so far focus on retinal blood vessel segmentation. This paper characterizes each deep learning based segmentation method as described in the literature. Analyzing along with the limitations and advantages of each method. In the end, we offer some recommendations for future improvement for retinal image analysis.