Self-harm is a major public health concern associated with suicide risk and significant psychological distress. Theories suggest that aversive emotional states are an important process that drives self-harm. Shame and guilt may , in particular, be important emotions in self-harm. This review therefore sought to provide a systematic review and meta-analysis of the relationship between shame, guilt, and self-harm. A systematic search of electronic databases (PsycINFO; Medline; CINAHL Plus; Web of Science and ProQuest) was undertaken to identify studies measuring shame, guilt and self-harm (including suicidal and non-suicidal behaviour). Meta-analysis was undertaken where papers focused on the same subtype of shame or guilt and shared a common outcome. Thirty studies were identified for inclusion. Most forms of shame were associated with non-suicidal self-injury (NSSI), but research was sparse concerning suicidal behaviour. Fewer studies examined guilt and findings were more varied. Methodological issues included a paucity of longitudinal designs and lack of justification for sample sizes. Results of this review support the link between shame and self-harm, particularly NSSI. The direction of this relationship is yet to be established. Clinically, consideration should be given to the role of shame amongst individuals who present with NSSI. This review was pre-registered on PROSPERO (CRD42017056165).