Machine learning and specifically deep-learning methods have outperformed human capabilities in many pattern recognition and data processing problems, in game playing, and now also play an increasingly important role in scientific discovery. A key application of machine learning in the molecular sciences is to learn potential energy surfaces or force fields from ab-initio solutions of the electronic Schrödinger equation using datasets obtained with density functional theory, coupled cluster, or other quantum chemistry methods. Here we review a recent and complementary approach: using machine learning to aid the direct solution of quantum chemistry problems from first principles. Specifically, we focus on quantum Monte Carlo (QMC) methods that use neural network ansatz functions in order to solve the electronic Schrödinger equation, both in first and second quantization, computing ground and excited states, and generalizing over multiple nuclear configurations. Compared to existing quantum chemistry methods, these new deep QMC methods have the potential to generate highly accurate solutions of the Schrödinger equation at relatively modest computational cost.