Little is known about socioeconomic differences in the association between the food environment and dietary behavior. We systematically reviewed four databases for original studies conducted in adolescents and adults. Food environments were defined as all objective and perceived aspects of the physical and economic food environment outside the home. The 43 included studies were diverse in the measures used to define the food environment, socioeconomic position (SEP) and dietary behavior, as well as in their results. Based on studies investigating the economic (n = 6) and school food environment (n = 4), somewhat consistent evidence suggests that low SEP individuals are more responsive to changes in food prices and benefit more from healthy options in the school food environment. Evidence for different effects of availability of foods and objectively measured access, proximity and quality of food stores on dietary behavior across SEP groups was inconsistent. In conclusion, there was no clear evidence for socioeconomic differences in the association between food environments and dietary behavior, although a limited number of studies focusing on economic and school food environments generally observed stronger associations in low SEP populations. (Prospero registration: CRD42017073587)