Mental stress is one of the major contributors to a variety of health issues. Various measures and diagnoses have been created by neurologists and psychiatrists to determine the intensity of mental stress in its early phases. In the literature, several neuroimaging devices and methods for assessing mental stress have been presented. The key candidate chosen is the electroencephalogram (EEG) signal which contains valuable information regarding mental states and conditions. This paper presents reviews of current works on EEG signal analysis for assessing mental stress. The reviews emphasize the significant disparities in the research outcomes and claims of different results from various data analysis methodologies. Accordingly, methods of EEG signals analysis will be used to study the effect of various extracted features and classification methods that associate with mental stress. Apart from that, the utilization of Artificial Intelligence (AI) approach is also investigated to study its significance towards stress detection.