Background: Numerous studies have been published on alexithymia among athletes in the last decades. The objective, here, is to provide a critical review on alexithymia in sport and identify elements demonstrating that alexithymic athletes can attain a competitive advantage. Methods: The Center for Reviews and Dissemination guidelines were used. The Preferred Reporting Items for Systematic Review and Meta-Analysis (PRISMA) guidelines served as the template for reporting the present systematic review. We searched PubMed, Embase, Science Direct, and PsycINFO, without language or date restrictions. Results: Within 72 eligible studies, 23 articles fulfilling the selection criteria were included in the review. Alexithymia is associated with various pathologies and considered to be counter-performing. However, despite considerable suspicion of an advantageous performance effect of alexithymia, there is a lack of data to quantify this effect. Studies identified are heterogeneous (different scales of measurement of alexithymia used or outcomes, different sports), that do not allow us to conclude on an observed causal relationship, because the studies are mostly observational. Conclusion: This systematic review opens a new search field on alexithymia, as possibly promoting performance.