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Deep reinforcement learning (DRL) is poised to revolutionise the field of artificial intelligence (AI) by endowing autonomous systems with high levels of understanding of the real world. Currently, deep learning (DL) is enabling DRL to effectively solve various intractable problems in various fields including computer vision, natural language processing, healthcare, robotics, to name a few. Most importantly, DRL algorithms are also being employed in audio signal processing to learn directly from speech, music and other sound signals in order to create audio-based autonomous systems that have many promising applications in the real world. In this article, we conduct a comprehensive survey on the progress of DRL in the audio domain by bringing together research studies across different but related areas in speech and music. We begin with an introduction to the general field of DL and reinforcement learning (RL …