This document contains the outcome of the first Human behaviour and machine intelligence (HUMAINT) workshop that took place 5-6 March 2018 in Barcelona, Spain. The workshop was organized in the context of a new research programme at the Centre for Advanced Studies, Joint Research Centre of the European Commission, which focuses on studying the potential impact of artificial intelligence on human behaviour. The workshop gathered an interdisciplinary group of experts to establish the state of the art research in the field and a list of future research challenges to be addressed on the topic of human and machine intelligence, algorithm's potential impact on human cognitive capabilities and decision making, and evaluation and regulation needs. The document is made of short position statements and identification of challenges provided by each expert, and incorporates the result of the discussions carried out during the workshop. In the conclusion section, we provide a list of emerging research topics and strategies to be addressed in the near future.