Alzheimer’s disease (AD) is a degenerative disease of the central nervous system that occurs in old age or early old age. It is characterized by progressive cognitive dysfunction. With the world population aging, AD has become a global public health problem. The development of a more sensitive, convenient, and economic screening technology for AD is urgently needed. The eye movement function is closely related to cognitive function. Moreover, eye movement examination has advantages including non-invasiveness, low cost, and short examination time. Researches on the correlation between abnormal eye movement and cognitive dysfunction can help to develop a simple and easy-to-use screening tool for cognitive dysfunction. With the development of artificial intelligence technology, the dominant feature extraction and computing capabilities of machine learning algorithms have a significant advantage in processing eye movement inspection results. This article reviews the correlation between AD and eye movement abnormalities aiming to provide the research prospects of early screening technology development for cognitive dysfunction based on abnormal eye movement with the application of machine learning models.