The use of Computers has made the drastic change in the lifestyle of human beings, by making them dependant to solve many complex applications which was unable to solve him previously. There are many real time applications which needs the joint interaction of human & machine to obtain the results in fruitful manner. The Artificial Neural Network which is based on the concept of biological brain plays a major role in this, but still suffers from many limitations. To overcome this, a new approach called Deep Learning, based on same human biological systems like Artificial Neural Network, came into existence to find the best solution in the field of medical science. The main aim of this paper is to review the comparative analysis of these two techniques being used in the detection of Heart Disease.