Sexual dysfunctions are common side effects reported by patients during antidepressant treatment. When they occur, patients often discontinue psychopharmacological therapy, with a negative impact on the underlying psychiatric disease. Recently, great attention has been paid to the use of nutraceuticals in the management of psychiatric disorders, although a systematic review on their effects as a treatment option for antidepressant-induced sexual dysfunctions (AISD) is lacking. Here, we conducted a systematic search in the following databases: MEDLINE (through PubMed), EMBASE, PsycINFO, Cochrane Central Register of Controlled Trials, and Web of Science. We searched eligible studies among parallel or crossover randomized controlled trials (RCTs) in adult populations. After this process, a total of 10 articles that evaluated the effect of six different nutraceuticals versus placebo were included: Maca Root, S-adenosyl-L-methionine (SAMe), Rosa Damascena, Ginkgo Biloba, Saffron, and Yohimbine. Overall, a high dose of Maca Root and the use of SAMe or Saffron may improve AISD. Additionally, the administration of Rosa Damascena seemed to be more effective in men than in women, whereas no evidence of effects emerged for Gingko Biloba and Yohimbine. Given the mixed results still available, future RCTs should consider larger samples and confounding factors, such as depressive status and individual vulnerability.