Boolean functions with high algebraic immunity are important cryptographic primitives in some stream ciphers. In this paper, two methodologies for constructing binary minimal codes from sets, Boolean functions and vectorial Boolean functions with high algebraic immunity are proposed. More precisely, a general construction of new minimal codes using minimal codes contained in Reed-Muller codes and sets without nonzero low degree annihilators is presented. The other construction allows us to yield minimal codes from certain subcodes of Reed-Muller codes and vectorial Boolean functions with high algebraic immunity. Via these general constructions, infinite families of minimal binary linear codes of dimension $m$ and length less than or equal to $m(m+1)/2$ are obtained. In addition, a lower bound on the minimum distance of the proposed minimal linear codes is established. Conjectures and open problems are also presented. The results of this paper show that Boolean functions with high algebraic immunity have nice applications in several fields such as symmetric cryptography, coding theory and secret sharing schemes.