Parkinson’s disease (PD) is a neurodegenerative disorder that produces both motor and non-motor complications, degrading the quality of life of PD patients. Over the past two decades, the use of wearable devices in combination with machine learning algorithms has provided promising methods for more objective and continuous monitoring of PD. Recent advances in artificial intelligence have provided new methods and algorithms for data analysis, such as deep learning (DL). The aim of this article is to provide a comprehensive review of current applications where DL algorithms are employed for the assessment of motor and non-motor manifestations (NMM) using data collected via wearable sensors. This paper provides the reader with a summary of the current applications of DL and wearable devices for the diagnosis, prognosis, and monitoring of PD, in the hope of improving the adoption, applicability, and impact of both technologies as support tools. Following PRISMA (Systematic Reviews and Meta-Analyses) guidelines, sixty-nine studies were selected and analyzed. For each study, information on sample size, sensor configuration, DL approaches, validation methods and results according to the specific symptom under study were extracted and summarized. Furthermore, quality assessment was conducted according to the Transparent Reporting of a multivariable prediction model for Individual Prognosis Or Diagnosis (TRIPOD) method. The majority of studies (74%) were published within the last three years, demonstrating the increasing focus on wearable technology and DL approaches for PD assessment. However, most papers focused on monitoring (59%) and computer-assisted diagnosis (37%), while few papers attempted to predict treatment response. Motor symptoms (86%) were treated much more frequently than NMM (14%). Inertial sensors were the most commonly used technology, followed by force sensors and microphones. Finally, convolutional neural networks (52%) were preferred to other DL approaches, while extracted features (38%) and raw data (37%) were similarly used as input for DL models. The results of this review highlight several challenges related to the use of wearable technology and DL methods in the assessment of PD, despite the advantages this technology could bring in the development and implementation of automated systems for PD assessment.