Major retinopathies can differentially impact the arteries and veins. Traditional fundus photography provides limited resolution for visualizing retinal vascular details. Optical coherence tomography (OCT) can provide improved resolution for retinal imaging. However, it cannot discern capillary-level structures due to the limited image contrast. As a functional extension of OCT modality, optical coherence tomography angiography (OCTA) is a non-invasive, label-free method for enhanced contrast visualization of retinal vasculatures at the capillary level. Recently differential artery–vein (AV) analysis in OCTA has been demonstrated to improve the sensitivity for staging of retinopathies. Therefore, AV classification is an essential step for disease detection and diagnosis. However, current methods for AV classification in OCTA have employed multiple imagers, that is, fundus photography and OCT, and complex algorithms, thereby making it difficult for clinical deployment. On the contrary, deep learning (DL) algorithms may be able to reduce computational complexity and automate AV classification. In this article, we summarize traditional AV classification methods, recent DL methods for AV classification in OCTA, and discuss methods for interpretability in DL models.