Background: Sickle cell disease (SCD) as other chronic medical conditions is commonly complicated by depression or other psychiatric symptoms. Results reported in studies present a large variation. Thus, synthetic data are needed to understand impact of depression in adults with SCD. The aim of this literature review is to analyse the methodology used in the studies assessing depression and discuss the different prevalence levels reported. Methods: Studies involving adults with SCD from 1999 to 2018 were included when providing data on prevalence of depression. It was defined by a psychometric assessment, a structured interview, or a medical record review. PRISMA recommendations were followed. Results: 36 studies are included accordingly to our methodology. Prevalence variation is large, from 0% to more than 85%. We find that the type of assessment tool used plays a major role in this between studies variation. Also, methodological issues arise with respect to psychometric assessment. Moreover, differences emerge between continents, setting of recruitment or time of assessment. Conclusion: All these issues are discussed to provide insight on depression in adults with sickle cell disease.