Artificial intelligence (AI) is leading the integrations of big data, Internet of Things, and the Industry 4.0, resulting in the rapid development of unprecedented AI in all domains. Meanwhile, various ethical issues in AI are dramatically increasing in different domains. For instance, biases and deficiencies caused by the optimization, convergence, and limitation of algorithms, coupled with autonomous agents, information privacy, and security issues, adding the potential for developing superintelligence beyond human control. This research aims to systematically review studies from 2018 to 2019 concerning ethical issues in AI. Through an exploratory content analysis, four research themes emerged, namely, artificial general intelligence (AGI), ethical lethal autonomous weapons system (LAWS), AI medical treatment, and AI business model. For each theme, moreover, critical comments were made to highlight its controversy in the literature. Furthermore, the content analysis yielded in- depth discussions on ethical governance topics, including (1) ethics against AI research and design, (2) ethics embedded in AI system, (3) detecting discrimination, prejudice and crime, and (4) applying Human-in-the-Loop (HITL). In sum, the comments made by this literature review may capture the scope of the global-wise AI ethical policies and guidance, which can be implemented by government as strategic tech-references.