There are two main complementary feeding (CF) approaches: traditional spoon‐feeding (TSF) and baby‐led weaning (BLW). Many parents and healthcare professionals have concerns about the risk of choking associated with BLW. Since asphyxia is one of infants' main causes of death, this study aims to understand the influence of the CF approach adopted by caregivers on infants' risk of choking. A systematic review was performed. The search was conducted through PubMed, Scopus, and Web of Science databases. We included randomized controlled trials or observational studies published between January 2010 and November 2023, with a clear definition of the intervention and directly assessing the risk of choking. After the selection procedure, 7 of the 165 studies initially identified were included. No study reported statistically significant differences in the risk of choking between babies following BLW, baby‐led introduction to solids (BLISS), and TSF. In five studies, although not statistically significant, infants in the TSF group had more choking episodes than those in the BLW or BLISS groups. The risk of choking does not seem to be associated with the CF approach. Instead, it may be related to the familiarity of the baby with each texture and the parent's understanding of the information about how to minimize the risk of choking. Recall bias may be present in all included studies. Advice on how to modify foods to make them safer needs to be clearer and reinforced to all parents.