(1) Background: Pneumocystis jirovecii pneumonia (PCP) has a substantial impact on the morbidity and mortality of patients, especially those with autoimmune disorders, thus requiring optimal dosing strategies of Trimethoprim–Sulfamethoxazole (TMP-SMX). Therefore, to ensure the safety of TMP-SMX, there is a high demand to review current evidence in PCP patients with a focus on dose optimization strategies; (2) Methods: Various databases were searched from January 2000 to December 2021 for articles in English, focusing on the dose optimization of TMP-SMX. The data were collected in a specific form with predefined inclusion and exclusion criteria. The quality of each article was evaluated using a Newcastle–Ottawa Scale (NOS) for retrospective studies, Joanna Briggs Institute (JBI) critical checklist for case reports, and Cochrane bias tool for randomized clinical trials (RCTs); (3) Results: Thirteen studies met the inclusion criteria for final analysis. Of the 13 selected studies, nine were retrospective cohort studies, two case reports, and two randomized controlled trials (RCT). Most of the studies compared the high-dose with low-dose TMP-SMX therapy for PCP. We have found that a low dose of TMP-SMX provides satisfactory outcomes while reducing the mortality rate and PCP-associated adverse events. This strategy reduces the economic burden of illness and enhances patients’ compliance to daily regimen plan; (4) Conclusion: The large-scale RCTs and cohort studies are required to improve dosing strategies to prevent initial occurrence of PCP or to prevent recurrence of PCP in immune compromised patients.