Over the years, Artificial Intelligence (AI) has seen a steady progress in development and evolution that can aid many sectors. Today, AI plays an essential role in the Fourth Industrial Revolution, and it is making its way into the military sector as well. Many countries are actively looking into AI military technology. Some of these innovations include image recognition, text analysis, Self-driving vehicles (SDV), gaming, robotic process automation (RPA) & Robotic and Autonomous Systems (RAS), and Autonomous Weapons Systems (AWS). In this research, we discuss the advantages of each innovation mentioned and analyze the many different cybersecurity threats that awaken due to military artificial intelligence systems. We then discuss the open research areas to better improve the current state of military artificial intelligence applications in terms of ethics, system security, proper strategy plan, accepted responsibility matrix, and introduction of relevant laws.