We discuss how holographic models of QCD are used to study the the hadronic light-by-light (HLbL) scattering amplitude contribution to the muon anomalous magnetic moment. After a brief description of the various models, we focus on a particular one, introduced by Hirn and Sanz, emphasizing the role it assigns to the pion, and the vector and-axial vector resonances. We review how the parameters of the model are fixed by imposing condition on the low energy and the deep Euclidean limit of two-point correlators of QCD vector and axial vector currents. We then focus on the evaluation of the three-point axial-vector-vector current correlator and the pion anomalous transition form factor to be used in the one-pion exchange HLbL diagram and study its asymptotic properties. Finally, we present preliminary results on the four vector current correlator that defines the Hadronic Light-by-Light tensor. We find that axial-vector resonances play an important rule in recovering the correct asymptotic behaviour predicted by QCD at large Euclidean momenta.