COVID-19, the disease caused by the SARS-CoV-2 virus, has been declared a pandemic by the World Health Organization, with over 2.5 million confirmed cases as of April 23, 2020. In this review, we present an overview of recent studies using Machine Learning and, more broadly, Artificial Intelligence, to tackle many aspects of the COVID-19 crisis at different scales including molecular, clinical, and societal applications. We also review datasets, tools, and resources needed to facilitate AI research. Finally, we discuss strategic considerations related to the operational implementation of projects, multidisciplinary partnerships, and open science. We highlight the need for international cooperation to maximize the potential of AI in this and future pandemics.