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Explainable Artificial Intelligence refers to developing artificial intelligence models and systems that can provide clear, understandable, and transparent explanations for their decisions and predictions. In deep learning, where complex neural networks often operate as "black boxes", the importance of explainable AI lies in enhancing trust, accountability, and interoperability. For further advancement of explainable artificial intelligence in deep learning, gaining a deep understanding of its applications, approaches, evaluation metrics, current advancements, and challenges is imperative. Therefore, in this article, we began exploring the vast array of applications of explainable AI in different deep learning models, scrutinizing them within the context of existing research. We then explored explainable AI approaches used in Deep Learning models and discussed prevalent evaluation metrics used in evaluating a model's explainability. Subsequently, we precisely reviewed the experimental results and advancements of recent state-of-the-art experiments related to explainable AI in deep learning. Finally, we discussed the diverse challenges encountered in sentiment analysis and proposed future research directions to mitigate these concerns. This extensive review provides a complete understanding of explainable AI in deep learning, covering its applications, approaches, experimental analysis, challenges, and research directions. [ABSTRACT FROM AUTHOR]