The operational reliability of large mechanical equipment is typically influenced by the functional effectiveness of key components. Consequently, prompt repair before their failure is necessary to ensure the dependability of mechanical equipment. The prognostic and health management (PHM) technology could track the system’s health state and timely detect faults. Therefore, the remaining useful life (RUL) prediction as one of the key components of PHM is rather important. Accurate RUL prediction results could be the data support for condition-based equipment maintenance plans. Also, it could increase the dependability and safety of mechanical equipment while reducing the loss of human and financial resources and meet the requirements of sustainable manufacturing in the Industry 4.0 era. However, with the widespread use of deep learning in the field of intelligent manufacturing, there is a lack of review on RUL prediction based on deep learning. In this paper, different deep learning-based RUL prediction methods for mechanical components are summarized and classified, along with their pros and cons. Then, the case study on the C-MAPSS dataset is mainly conducted and different methods are compared. And finally, the difficulties and future directions of the RUL prediction in practical scenarios are discussed.