Delusions are marked, fixed beliefs that are incongruent with reality. Delusions, with comorbid hallucinations, are a hallmark of certain psychotic disorders (e.g., schizophrenia). Delusions can present transdiagnostically, in neurodegenerative (e.g., Alzheimer's disease and fronto-temporal dementia), nervous system disorders (e.g., Parkinson's disease) and across other psychiatric disorders (e.g., bipolar disorder). The burden of delusions is severe and understanding the heterogeneity of delusions may delineate a more valid nosology of not only psychiatric disorders but also neurodegenerative and nervous system disorders. We systematically reviewed structural neuroimaging studies reporting on delusions in four disorder types [schizophrenia (SZ), bipolar disorder (BP), Alzheimer's disease (AD), and Parkinson's disease (PD)] to provide a comprehensive overview of neural changes and clinical presentations associated with delusions. Twenty-eight eligible studies were identified. This review found delusions were most associated with gray matter reductions in the dorsolateral prefrontal cortex (SZ, BP, and AD), left claustrum (SZ and AD), hippocampus (SZ and AD), insula (SZ, BP, and AD), amygdala (SZ and BP), thalamus (SZ and AD), superior temporal gyrus (SZ, BP, and AD), and middle frontal gyrus (SZ, BP, AD, and PD). However, there was a great deal of variability in the findings of each disorder. There is some support for the current dopaminergic hypothesis of psychosis, but we also propose new hypotheses related to the belief formation network and cognitive biases. We also propose a standardization of assessments to aid future transdiagnostic study approaches. Future studies should explore the neural and biological underpinnings of delusions to hopefully, inform future treatment.