IntroductionFatigue is considered to have a life-threatening effect on human health and it has been an active field of research in different sectors. Deploying wearable physiological sensors helps to detect the level of fatigue objectively without any concern of bias in subjective assessment and interfering with work. MethodsThis paper provides an in-depth review of fatigue detection approaches using physiological signals to pinpoint their main achievements, identify research gaps, and recommend avenues for future research. The review results are presented under three headings, including: signal modality, experimental environments, and fatigue detection models. Fatigue detection studies are first divided based on signal modality into uni-modal and multi-modal approaches. Then, the experimental environments utilized for fatigue data collection are critically analyzed. At the end, the machine learning models used for the classification of fatigue state are reviewed. Practical ApplicationsThe directions for future research are provided based on critical analysis of past studies. Finally, the challenges of objective fatigue detection in the real-world scenario are discussed.