Background: This systematic literature review (SLR) analyzes migrant entrepreneurship in Europe through three research questions (RQs) to understand 1) migrant entrepreneur characteristics in the European context, 2) challenges encountered by migrant entrepreneurs in European host countries, and 3) policies supporting migrant entrepreneurship in Europe. This review addresses gaps in current knowledge in academia as well as issues that policymakers and practitioners face when addressing migrant entrepreneurship support. Methods: This SLR employed a search protocol to retrieve published sources from 1970 to 2021, via Scopus (27 March 2022) and Web of Science (7 April 2022). Inclusion criteria targeted migrant entrepreneurship support studies while exclusion criteria eliminated domestic migration and non-European contexts. The authors worked iteratively, aligning the data with the RQs to reduce bias, and adapted Bourdieu's forms of capital to create an analytical framework for the sources included in the SLR, with a table for each RQ to synthesize relevant data for analysis. Results: The review examined 91 peer-reviewed papers, with a focus on migrant entrepreneurship in Europe, covering characteristics, challenges, and support policies. It classified migrant entrepreneur challenges and characteristics into financial, human, and social capital, as well as external factors. Common challenges include the local culture and language, network, funding, and adapting to local business practices. Migrant entrepreneurs' stability relates to time in the host country and local language proficiency and reflects past entrepreneurial experience and education. Supportive mechanisms involve local networks, financing, and mentoring. Conclusions: The SLR's limitations encompass possible oversight of pertinent studies, along with potential bias in data extraction, analysis, and subjectivity due to thematic analysis. Nonetheless, the findings suggest the following research agenda for migrant entrepreneurship support: evaluating and enhancing human and social capital, sharing information, designing support programs, addressing in-group/out-group bias in support programs, and exploring bottom-up migrant entrepreneurship support approaches.