This article introduces a systematic review on arousal classification based on electrodermal activity (EDA) and machine learning (ML). From a first set of 284 articles searched for in six scientific databases, fifty-nine were finally selected according to various criteria established. The systematic review has made it possible to analyse all the steps to which the EDA signals are subjected: acquisition, pre-processing, processing and feature extraction. Finally, all ML techniques applied to the features of these signals for arousal classification have been studied. It has been found that support vector machines and artificial neural networks stand out within the supervised learning methods given their high-performance values. In contrast, it has been shown that unsupervised learning is not present in the detection of arousal through EDA. This systematic review concludes that the use of EDA for the detection of arousal is widely spread, with particularly good results in classification with the ML methods found.