BACKGROUND: Sub-Saharan Africa carries the highest HIV burden globally. It is important to understand how interventions cost-effectively fit within guidelines and implementation plans, especially in low- and middle-income settings. We reviewed the evidence from economic evaluations of HIV prevention interventions in sub-Saharan Africa to help inform the allocation of limited resources. METHODS: We searched PubMed, Web of Science, Econ-Lit, Embase, and African Index Medicus. We included studies published between January 2009 and December 2018 reporting cost-effectiveness estimates of HIV prevention interventions. We extracted health outcomes and cost-effectiveness ratios (CERs) and evaluated study quality using the CHEERS checklist. FINDINGS: 60 studies met the full inclusion criteria. Prevention of mother-to-child transmission interventions had the lowest median CERs ($1144/HIV infection averted and $191/DALY averted), while pre-exposure prophylaxis interventions had the highest ($13,267/HIA and $799/DALY averted). Structural interventions (partner notification, cash transfer programs) have similar CERs ($3576/HIA and $392/DALY averted) to male circumcision ($2965/HIA) and were more favourable to treatment-as-prevention interventions ($7903/HIA and $890/DALY averted). Most interventions showed increased cost-effectiveness when prioritizing specific target groups based on age and risk. INTERPRETATION: The presented cost-effectiveness information can aid policy makers and other stakeholders as they develop guidelines and programming for HIV prevention plans in resource-constrained settings.