Financial inclusion is a key driver of poverty alleviation, women empowerment and rural business promotion in Bangladesh. This review focuses on the potential of artificial intelligence (AI) to aid financial inclusion for rural women in the areas of alternative credit scoring, fraud detection, digital identity verification, customer support and gender sensitive product design. Rural women are less likely to participate in formal finance, and those who do tend to be engaged in small-scale informal enterprises in agriculture, livestock, tailoring, food processing and home-based trading, who may lack skills in maintaining business records and in using phones or digital platforms, or have low incomes, limited access to capital and assets, and rely on agents. It is suggested that some of the barriers can be overcome with the help of AI that can use alternative data, reduce service costs, enhance risk assessment, and offer customized financial products that are more accessible. Yet, AI can exacerbate exclusion in the event that models are biased, there's missing data, services are expensive, or users have no control over digital accounts. Thus, to support AI-driven financial inclusion, there is a need for affordable products, financial and digital literacy, women-friendly agent networks, data protection, fair regulation, and robust consumer protection.