Purpose: Our purpose was to appraise the efficacy and safety of intravitreous vascular endothelial growth factor inhibitor (anti-VEGF) therapy combined with steroids for persistent diabetic macular edema. Methods: A systematic review was conducted of the research evaluating the combination therapy of anti-VEGF and steroids for persistent diabetic macular edema compared to anti-VEGF alone. A meta-analysis was performed using a protocol registered in PROSPERO (CRD42023476333). Continuous and binary variables were extracted. Results were expressed as the mean difference (MD) and risk ratio (RR). Results: A total of 9 trials with 537 eyes were included. The MDs of improvement in best-corrected visual acuity (BCVA) at 1/2/3/6/9/12 months between the combined and monotherapy groups were 1.33 (95% CI [−1.31,3.96]), 3.03 (95% CI [0.01, 6.06]), −0.37 (95% CI [−4.74, 4.00]), −1.37 (95% CI [−4.65, 1.91]), 1.05 (95% CI [−3.68, 5.77]), and 1.70 (95% CI [−3.52, 6.93]). The MDs concerned with a central retinal thickness (CMT) decline in at 1/2/3/6/9/12 months between the two groups were −47.33, 95% CI [−94.35, −0.32]), −89.19 (95% CI [−114.38, −64.00]), −58.84 (95% CI [−96.93, −20.74]), −57.23 (95% CI [−102.62, −11.84]), −40.59 (95% CI [−80.59, −0.58]), and −38.89 (95% CI [−77.38, −0.40]), respectively. Furthermore, the combined group obtained higher relative risks of experiencing events with high intraocular pressure and progressed cataracts. Conclusions: Anti-VEGF combined with ocular steroids showed a significant advantage in improving the retinal anatomical structure compared to anti-VEGF monotherapy for persistent diabetic macular edema. However, as the treatment period extended, the combination treatment was no more effective than monotherapy after 2 months, with more severe side effects.