The increasing incidence of and resulting deaths associated with malignant skin tumors are a public health problem that can be minimized if detection strategies are improved. Currently, diagnosis is heavily based on physicians’ judgment and experience, which can occasionally lead to the worsening of the lesion or needless biopsies. Several non-invasive imaging modalities, e.g., confocal scanning laser microscopy or multiphoton laser scanning microscopy, have been explored for skin cancer assessment, which have been aligned with different artificial intelligence (AI) strategies to assist in the diagnostic task, based on several image features, thus making the process more reliable and faster. This systematic review concerns the implementation of AI methods for skin tumor classification with different imaging modalities, following the PRISMA guidelines. In total, 206 records were retrieved and qualitatively analyzed. Diagnostic potential was found for several techniques, particularly for dermoscopy images, with strategies yielding classification results close to perfection. Learning approaches based on support vector machines and artificial neural networks seem to be preferred, with a recent focus on convolutional neural networks. Still, detailed descriptions of training/testing conditions are lacking in some reports, hampering reproduction. The use of AI methods in skin cancer diagnosis is an expanding field, with future work aiming to construct optimal learning approaches and strategies. Ultimately, early detection could be optimized, improving patient outcomes, even in areas where healthcare is scarce.