Background: : Electronic health records (EHRs) are generated at an ever-increasing rate. EHR trajectories, the temporal aspect of health records, facilitate predicting patients’ future health-related risks. It enables healthcare systems to increase the quality of care through early identification and primary prevention. Deep learning techniques have shown great capacity for analyzing complex data and have been successful for prediction tasks using complex EHR trajectories. This systematic review aims to analyze recent studies to identify challenges, knowledge gaps, and ongoing research directions. Methods: For this systematic review, we searched Scopus, PubMed, IEEE Xplore, and ACM databases from Jan 2016 to April 2022 using search terms centered around EHR, deep learning, and trajectories. Then the selected papers were analyzed according to publication characteristics, objectives, and their solutions regarding existing challenges, such as the model's capacity to deal with intricate data dependencies, data insufficiency, and explainability. Results: : After removing duplicates and out-of-scope papers, 63 papers were selected, which showed rapid growth in the number of research in recent years. Predicting all diseases in the next visit and the onset of cardiovascular diseases were the most common targets. Different contextual and non-contextual representation learning methods are employed to retrieve important information from the sequence of EHR trajectories. Recurrent neural networks and the time-aware attention mechanism for modeling long-term dependencies, self-attentions, convolutional neural networks, graphs for representing inner visit relations, and attention scores for explainability were frequently used among the reviewed publications. Conclusions: This systematic review demonstrated how recent breakthroughs in deep learning methods have facilitated the modeling of EHR trajectories. Research on improving the ability of graph neural networks, attention mechanisms, and cross-modal learning to analyze intricate dependencies among EHRs has shown good progress. There is a need to increase the number of publicly available EHR trajectory datasets to allow for easier comparison among different models. Also, very few developed models can handle all aspects of EHR trajectory data. © 2023 The Author(s)