The growing interest that the smart grid is attracting and its multidisciplinary nature motivate the need for solutions coming from different fields of knowledge. Due to the complexity, and heterogeneity of the smart grid and the high volume of information to be processed, artificial intelligence techniques and computational intelligence appear to be some of the enabling technologies for its future development and success. The aim of this article is to review the current state of the art of the most relevant artificial intelligence techniques applied to the different issues that arise in the smart grid development. This work is therefore devoted to summarize the most relevant challenges addressed by the smart grid technologies and how intelligence systems can contribute to their achievement.