This paper provides a short introduction to the field of machine learning for interactive pedagogical systems. Departing from different examples encountered in interactive pedagogical systems—such as intelligent tutoring systems or serious games—we go over several representative families of methods in machine learning, introducing key concepts in this field. We discuss common challenges in machine learning and how current methods address such challenges. Conversely, by anchoring our presentation on actual interactive pedagogical systems, highlight how machine learning can benefit the development of such systems.