Ambulatory blood pressure monitoring (ABPM) is more commonly recommended for assessing out-of-clinic blood pressure than home blood pressure monitoring (HBPM). We conducted a systematic review to examine whether ABPM or HBPM is more strongly associated with cardiovascular disease events and/or mortality. Of 1,007 abstracts published through July 20, 2015, nine articles, reporting results from seven cohorts, were identified. After adjustment for blood pressure on HBPM, blood pressure on ABPM was associated with an increased risk of outcomes in two of four cohorts for systolic blood pressure and two of three cohorts for diastolic blood pressure. After adjustment for blood pressure on ABPM, systolic blood pressure on HBPM was associated with outcomes in zero of three cohorts; an association was present in one of two cohorts for diastolic blood pressure on HBPM. There is a lack of strong empiric evidence supporting ABPM or HBPM over the other approach for predicting cardiovascular events or mortality.