In critically ill patients, pain is a major problem. Efficient pain management depends on a systematic, comprehensive assessment of pain. We aimed to review and synthesize current evidence on the impact of a systematic approach to pain assessment on critically ill patients’ outcomes. A systematic review of published studies (CINAHL, PUBMED, SCOPUS, EMBASE, and COCHRANE databases) with predetermined eligibility criteria was undertaken. Methodological quality was assessed by the EPHPP quality assessment tool. A total of 10 eligible studies were identified. Due to big heterogeneity, quantitative synthesis was not feasible. Most studies indicated the frequency, duration of pain assessment, and types of pain assessment tools. Methodological quality assessment yielded “strong” ratings for 5/10 and “weak” ratings for 3/10 studies. Implementation of systematic approaches to pain assessment appears to associate with more frequent documented reports of pain and more efficient decisions for pain management. There was evidence of favorable effects on pain intensity, duration of mechanical ventilation, length of ICU stay, mortality, adverse events, and complications. This systematic review demonstrates a link between systematic pain assessment and outcome in critical illness. However, the current level of evidence is insufficient to draw firm conclusions. More high quality randomized clinical studies are needed.