The growing use of sensor tools and the Internet of Things requires sensors to understand the applications. There are major difficulties in realistic situations, though, that can impact the efficiency of the recognition system. Recently, as the utility of deep learning in many fields has been shown, various deep approaches were researched to tackle the challenges of detection and recognition. We present in this review a sample of specialized deep learning approaches for the identification of sensor-based human behaviour. Next, we present the multi-modal sensory data and include information for the public databases which can be used in different challenge tasks for study. A new taxonomy is then suggested, to organize deep approaches according to challenges. Deep problems and approaches connected to problems are summarized and evaluated to provide an analysis of the ongoing advancement in science. By the conclusion of this research, we are answering unanswered issues and providing perspectives into the future.