Over the past decades, machine learning techniques, such as supervised learning, reinforcement learning, and unsupervised learning, have been increasingly used in the control engineering community. Various learning algorithms have been developed to achieve autonomous operation and intelligent decision making for many complex and challenging control problems. One of such problems is bipedal walking robot control. Although still in their early stages, learning techniques have demonstrated promising potential to build adaptive control systems for bipedal robots. This paper gives a review of recent advances on the state-of-the-art learning algorithms and their applications to bipedal robot control. The effects and limitations of different learning techniques are discussed through a representative selection of examples from the literature. Guidelines for future research on learning control of bipedal robots are provided in the end.