Brain magnetic resonance imaging (MRI) offers a unique lens to study neuroanatomic support of human neurocognition and intelligence. A core mystery is the MRI explanation of individual differences in neurocognition and intelligence. The past four decades have seen great advancement in studying this century-long mystery, but the sample size and population-level studies limit the explanation at the individual level. The recent rise of big data and artificial intelligence offers novel opportunities. Yet, data sources, harmonization, study design, and interpretation need to be carefully considered. This review aims to summarize past work, discuss rising opportunities and challenges, and facilitate further investigations on machine intelligence inferring human intelligence.