BACKGROUND: Social exclusion (SE), or the inability to participate fully in society, is considered one of the driving forces of health inequalities. Systematic evidence on this subject is pertinent but scarce. This review aims to systematically summarise peer reviewed studies examining the association between the multidimensional concepts of SE and social inclusion (SI) and health among adults in EU and OECD countries. METHODS: The protocol was registered on Prospero (CRD42017052718). Three major medical databases were searched to identify studies published before January 2018, supplemented by reference and citation tracking. Articles were included if they investigated SE or SI as a multidimensional concept with at least two out of the four dimensions of SE/SI, i.e. economic, social, political and cultural. A qualitative synthesis was conducted. RESULTS: Twenty-two observational studies were included. In the general population, high SE/low SI was associated with adverse mental and general health. For physical health, the evidence was inconclusive. In groups at high risk of SE, support was found for the association between high SE/low SI and adverse mental health but no conclusions could be drawn for physical and general health. CONCLUSIONS: This review found evidence for the association between high SE/low SI and adverse health outcomes, particularly mental health outcomes. The evidence is mainly based on cross-sectional studies using simple and often ad hoc indicators of SE/SI. The development and use of validated measures of SE/SI and more longitudinal research is needed to further substantiate the evidence base and gain better understanding of the causal pathways.