Synthetic biology is a fast-evolving research field that combines biology and engineering principles to develop new biological systems for medical, pharmacological, and industrial applications. Synthetic biologists use iterative "design, build, test, and learn" cycles to efficiently engineer genetic systems that are reliable, reproducible, and predictable. Protein engineering by directed evolution can benefit from such a systematic engineering approach for various reasons. Learning can be carried out before starting, throughout or after finalizing a directed evolution project. Computational tools, bioinformatics, and scanning mutagenesis methods can be excellent starting points, while molecular dynamics simulations and other strategies can guide engineering efforts. Similarly, studying protein intermediates along evolutionary pathways offers fascinating insights into the molecular mechanisms shaped by evolution. The learning step of the cycle is not only crucial for proteins or enzymes that are not suitable for high-throughput screening or selection systems, but it is also valuable for any platform that can generate a large amount of data that can be aided by machine learning algorithms. The main challenge in protein engineering is to predict the effect of a single mutation on one functional parameter-to say nothing of several mutations on multiple parameters. This is largely due to nonadditive mutational interactions, known as epistatic effects-beneficial mutations present in a genetic background may not be beneficial in another genetic background. In this work, we provide an overview of experimental and computational strategies that can guide the user to learn protein function at different stages in a directed evolution project. We also discuss how epistatic effects can influence the success of directed evolution projects. Since machine learning is gaining momentum in protein engineering and the field is becoming more interdisciplinary thanks to collaboration between mathematicians, computational scientists, engineers, molecular biologists, and chemists, we provide a general workflow that familiarizes nonexperts with the basic concepts, dataset requirements, learning approaches, model capabilities and performance metrics of this intriguing area. Finally, we also provide some practical recommendations on how machine learning can harness epistatic effects for engineering proteins in an "outside-the-box" way.