Thoracic diseases refer to disorders that affect the lungs, heart, and other parts of the rib cage, such as pneumonia, novel coronavirus disease (COVID-19), tuberculosis, cardiomegaly, and fracture. Millions of people die every year from thoracic diseases. Therefore, early detection of these diseases is essential and can save many lives. Earlier, only highly experienced radiologists examined thoracic diseases, but recent developments in image processing and deep learning techniques are opening the door for the automated detection of these diseases. In this paper, we present a comprehensive review including: types of thoracic diseases; examination types of thoracic images; image pre-processing; models of deep learning applied to the detection of thoracic diseases (e.g., pneumonia, COVID-19, edema, fibrosis, tuberculosis, chronic obstructive pulmonary disease (COPD), and lung cancer); transfer learning background knowledge; ensemble learning; and future initiatives for improving the efficacy of deep learning models in applications that detect thoracic diseases. Through this survey paper, researchers may be able to gain an overall and systematic knowledge of deep learning applications in medical thoracic images. The review investigates a performance comparison of various models and a comparison of various datasets.