The Internet of Things (IoT) is one of the fastest-growing computing industries. By the end of 2027, more than 29 billion devices are expected to be connected. These smart devices can communicate with each other with and without human intervention. This rapid growth has led to the emergence of new types of malware. However, traditional malware detection methods, such as signature-based and heuristic-based techniques, are becoming increasingly ineffective against these new types of malware. Therefore, it has become indispensable to find practical solutions for detecting IoT malware. Machine Learning (ML) and Deep Learning (DL) approaches have proven effective in dealing with these new IoT malware variants, exhibiting high detection rates. In this paper, we bridge the gap in research between the IoT malware analysis and the wide adoption of deep learning in tackling the problems in this domain. As such, we provide a comprehensive review on deep learning based malware analysis across various categories of the IoT domain (i.e. Extended Internet of Things (XIoT)), including Industrial IoT (IIoT), Internet of Medical Things (IoMT), Internet of Vehicles (IoV), and Internet of Battlefield Things (IoBT).