Background Nitrous oxide (N2O) with rapid analgesic effect is often used to relieve pain induced by diagnostic procedures. This review was conducted to evaluate the efficacy and safety of N2O in patients undergoing puncture biopsy. Methods We systematically searched PubMed, Embase, the Cochrane Library, Web of Science, Scopus and the ClinicalTrials.gov up to March, 2022. Randomized controlled trials (RCTs) were included if they investigated the effect of N2O in adults undergoing puncture biopsy. The primary outcome was pain score. Secondary outcomes included anxiety score, patient satisfaction and side effects. Results Twelve RCTs with 1070 patients were included in the qualitative review, of which eleven RCTs were included in the meta-analysis. Pooled analysis suggested that compared with the controls (placebo, lidocaine and midazolam), N2O had better analgesic effect (MD -1.12, 95% CI -2.12 to -0.13, P = 0.03; I2 = 94%). In addition, N2O significantly alleviated patient anxiety (MD = -1.79, 95% CI -2.41 to -1.18, P<0.00001; I2 = 0%) and improved patient satisfaction (MD 1.81, 95% CI 0.11 to 3.50, P = 0.04; I2 = 92%). There was no significant difference regrading the risk of nausea (RR 2.56; 95% CI 0.70 to 9.31, P = 0.15; I2 = 0%), headache (RR 0.62, 95% CI 0.17 to 2.33, P = 0.48; I2 = 46%), dizziness (RR 1.80, 95% CI 0.63 to 5.13, P = 0.27; I2 = 0%) or euphoria (RR 2.67, 95% CI 0.81 to 8.79, P = 0.11; I2 = 8%) between the N2O group and the control group. Conclusion The present review suggested that N2O might be effective for pain management in patients undergoing puncture biopsy.