Perceived injustice is increasingly recognized as a risk factor for problematic recovery, with a growing body of evidence documenting its association with heightened pain, disability, medication use, anger and post-traumatic stress. The aim of this paper was to systematically review and critically appraise the association between perceived injustice and depressive symptomatology across a wide range of medical and mental health populations, including acute and chronic pain samples. A search of published, English language studies in the PubMed, EMBASE, CINAHL, and PsycINFO databases from 1990 to June 2020 was performed. Thirty-three studies met inclusion criteria with a total sample of 5,425 individuals (61% female), primarily with acute injury or chronic pain. Results indicated a moderate to strong positive association between perceived injustice and depressive symptomatology (meta-analysis pooled effect of r = .57, 95% confidence interval [.55, .58], P< .001). A narrative synthesis of regression models indicated standardized beta coefficients between .19 and .66, with perceived injustice consistently contributing significant unique variance to the prediction of depression in final regression equations. Selection bias and response bias were common limitations in the studies. The clinical implications of an association between injustice and depression in acute and chronic pain are discussed. PROSPERO: CRD42019143465. PERSPECTIVE: This review demonstrates that in acute injury and chronic pain samples, perceived injustice is associated with depression. These findings could help clinicians in the field of pain and rehabilitation identify who may be at greater risk for a problematic recovery trajectory.