According to the World Health Organization (WHO) report in 2016, around 800,000 of individuals have committed suicide. Moreover, suicide is the second cause of unnatural death in people between 15 and 29 years. This paper reviews state of the art on the literature concerning the use of machine learning methods for suicide detection on social networks. Consequently, the objectives, data collection techniques, development process and the validation metrics used for suicide detection on social networks are analyzed. The authors conducted a scoping review using the methodology proposed by Arksey and O’Malley et al. and the PRISMA protocol was adopted to select the relevant studies. This scoping review aims to identify the machine learning techniques used to predict suicide risk based on information posted on social networks. The databases used are PubMed, Science Direct, IEEE Xplore and Web of Science. In total, 50% of the included studies (8/16) report explicitly the use of data mining techniques for feature extraction, feature detection or entity identification. The most commonly reported method was the Linguistic Inquiry and Word Count (4/8, 50%), followed by Latent Dirichlet Analysis, Latent Semantic Analysis, and Word2vec (2/8, 25%). Non-negative Matrix Factorization and Principal Component Analysis were used only in one of the included studies (12.5%). In total, 3 out of 8 research papers (37.5%) combined more than one of those techniques. Supported Vector Machine was implemented in 10 out of the 16 included studies (62.5%). Finally, 75% of the analyzed studies implement machine learning-based models using Python.