Renewable energy resources can be deployed locally and efficiently using the concept of microgrids. Due to the natural uncertainty of the output power of renewable energy resources, the planning for a proper operation of microgrids can be a challenging task. In addition, the information about the loads and the power consumption of them can create benefits to increase the efficiency of the microgrids. However, electrical loads can have uncertainty due to reasons such as unpredictable behavior of the consumers. To exploit a microgrid, energy management is required at the upper level of operation and control in order to reduce the costs. One of the most important tasks of the energy management system is to satisfy the loads and, in other words, develop a plan to maintain equilibrium between the power generation and power consumption. To obtain information about the output power of renewable energy resources and power consumption, deep learning can be implemented as a powerful tool, which is able to predict the desired values. In addition, weather conditions can affect the output power of renewable energy-based resources and the behavior of the consumers and, as a result, the power consumption. So, deep learning can be deployed for the anticipation of the weather conditions. This paper will study the recent works related to deep learning, which has been implemented for the prediction of the output power of renewable energy resources (i.e., PVs and wind turbines), electrical loads, and weather conditions (i.e., solar irradiance and wind speed). In addition, for possible future directions some strategies are suggested, the most important of which is the implementation of quantum computing in cyber–physical microgrids.