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Background: Human-Machine Interaction (HMI) has been an important field of research in recent years, since machines will continue to be embedded in many human actvities in several contexts, such as industry and healthcare. Monitoring in an ecological mannerthe cognitive workload (CW) of users, who interact with machines, is crucial to assess their level of engagement in activities and the required effort, with the goal of preventing stressful circumstances. This study provides a comprehensive analysis of the assessment of CW using wearable sensors in HMI. Methods: this narrative review explores several techniques and procedures for collecting physiological data through wearable sensors with the possibility to integrate these multiple physiological signals, providing a multimodal monitoring of the individuals’CW. Finally, it focuses on the impact of artificial intelligence methods in the physiological signals data analysis to provide models of the CW to be exploited in HMI. Results: the review provided a comprehensive evaluation of the wearables, physiological signals, and methods of data analysis for CW evaluation in HMI. Conclusion: the literature highlighted the feasibility of employing wearable sensors to collect physiological signals for an ecological CW monitoring in HMI scenarios. However, challenges remain in standardizing these measures across different populations and contexts.