Abstract Background We aimed to map and describe the current state of Mendelian randomization (MR) literature on cancer risk and to identify associations supported by robust evidence. Methods We searched PubMed and Scopus up to 06/10/2020 for MR studies investigating the association of any genetically predicted risk factor with cancer risk. We categorized the reported associations based on a priori designed levels of evidence supporting a causal association into four categories, namely robust, probable, suggestive, and insufficient, based on the significance and concordance of the main MR analysis results and at least one of the MR-Egger, weighed median, MRPRESSO, and multivariable MR analyses. Associations not presenting any of the aforementioned sensitivity analyses were not graded. Results We included 190 publications reporting on 4667 MR analyses. Most analyses (3200; 68.6%) were not accompanied by any of the assessed sensitivity analyses. Of the 1467 evaluable analyses, 87 (5.9%) were supported by robust, 275 (18.7%) by probable, and 89 (6.1%) by suggestive evidence. The most prominent robust associations were observed for anthropometric indices with risk of breast, kidney, and endometrial cancers; circulating telomere length with risk of kidney, lung, osteosarcoma, skin, thyroid, and hematological cancers; sex steroid hormones and risk of breast and endometrial cancer; and lipids with risk of breast, endometrial, and ovarian cancer. Conclusions Despite the large amount of research on genetically predicted risk factors for cancer risk, limited associations are supported by robust evidence for causality. Most associations did not present a MR sensitivity analysis and were thus non-evaluable. Future research should focus on more thorough assessment of sensitivity MR analyses and on more transparent reporting.