Background Prediction modelling can greatly assist the health-care professionals in the management of diseases, thus sparking interest in neonatal sepsis diagnosis. The main objective of the study was to provide a complete picture of performance of prediction models for early detection of neonatal sepsis. Methods PubMed, Scopus, CINAHL databases were searched and articles which used various prediction modelling measures for the early detection of neonatal sepsis were comprehended. Data extraction was carried out based on Critical Appraisal and Data Extraction for Systematic Reviews of Prediction Modelling Studies checklist. Extricate data consisted of objective, study design, patient characteristics, type of statistical model, predictors, outcome, sample size and location. Prediction model Risk of Bias Assessment Tool was applied to gauge the risk of bias of the articles. Results An aggregate of ten studies were included in the review among which eight studies had applied logistic regression to build a prediction model, while the remaining two had applied artificial intelligence. Potential predictors like neonatal fever, birth weight, foetal morbidity and gender, cervicovaginitis and maternal age were identified for the early detection of neonatal sepsis. Moreover, birth weight, endotracheal intubation, thyroid hypofunction and umbilical venous catheter were promising factors for predicting late-onset sepsis; while gestational age, intrapartum temperature and antibiotics treatment were utilised as budding prognosticators for early-onset sepsis detection. Conclusion Prediction modelling approaches were able to recognise promising maternal, neonatal and laboratory predictors in the rapid detection of early and late neonatal sepsis and thus, can be considered as a novel way for clinician decision-making towards the disease diagnosis if not used alone, in the years to come.