Many types of items are used to measure self-reported cognition, resulting in heterogeneity across studies. Certain cognitive self-report measure types may be more predictive of future decline. Therefore, the purpose of this systematic review was to compare whether specific types of cognitive self-report measures better predict risk for cognitive decline over time when measures are directly compared within the same study. The PRISMA criteria guided the review. Eligibility criteria included: longitudinal studies, outcome of cognitive decline, at least 2 different cognitive self-report measures, and no cognitive impairment at baseline. Nineteen studies were included in the final review. A narrative synthesis of results was completed, resulting in 3 thematic groups of comparisons across self-reported measure types. Self-reported memory decline with worry and peer perceptions of memory were associated with the highest risk for cognitive decline. Future longitudinal investigations of self-reported cognitive problems should focus on using measures that may be most sensitive to predicting cognitive decline risk.