Continuous Glucose Monitoring (CGM) systems could improve glycemic control in critically ill patients. We aimed to identify the evidence on the clinical benefits and accuracy of CGM systems in these patients. For this, we performed a systematic search in Ovid MEDLINE, from inception to 26 July 2016. Outcomes were efficacy, accuracy, safety, workload and costs. Our search retrieved 356 articles, of which 37 were included. Randomized controlled trials on efficacy were scarce (n = 5) and show methodological limitations. CGM with automated insulin infusion improved time in target and mean glucose in one trial and two trials showed a decrease in hypoglycemic episodes and time in hypoglycemia. Thirty-two articles assessed accuracy, which was overall moderate to good, the latter mainly with intravascular devices. Accuracy in critically ill children seemed lower than in adults. Adverse events were rare. One study investigated the effect on workload and cost, and showed a significant reduction in both. In conclusion, studies on the efficacy and accuracy were heterogeneous and difficult to compare. There was no consistent clinical benefit in the small number of studies available. Overall accuracy was moderate to good with some intravascular devices. CGM systems seemed however safe, and might positively affect workload and costs.