Coronavirus disease 2019 (COVID-19) continues to pose a great challenge to the world since its outbreak. To fight against the disease, a series of artificial intelligence (AI) techniques are developed and applied to real-world scenarios such as safety monitoring, disease diagnosis, infection risk assessment, lesion segmentation of COVID-19 CT scans, etc. The coronavirus epidemics have forced people wear masks to counteract the transmission of virus, which also brings difficulties to monitor large groups of people wearing masks. In this paper, we primarily focus on the AI techniques of masked facial detection and related datasets. We survey the recent advances, beginning with the descriptions of masked facial detection datasets. Thirteen available datasets are described and discussed in details. Then, the methods are roughly categorized into two classes: conventional methods and neural network-based methods. Conventional methods are usually trained by boosting algorithms with handcrafted features, which accounts for a small proportion. Neural network-based methods are further classified as three parts according to the number of processing stages. Representative algorithms are described in detail, coupled with some typical techniques that are described briefly. Finally, we summarize the recent benchmarking results, give the discussions on the limitations of datasets and methods, and expand future research directions. To our knowledge, this is the first survey about masked facial detection methods and datasets. Hopefully our survey could provide some help to fight against epidemics.