Latest technological trends lead towards systems connected to public networks even in critical domains. Bringing together safety and security work is becoming imperative, as a connected safety-critical system is not safe if it is not secure. The main objective of this study is to investigate the current status of safety and security co-analysis in system engineering by conducting a Systematic Literature Review. The steps of the review are the following: the research questions identification; agreement upon a search string; applying the search string to chosen databases; a selection criterion formulation for the relevant publications filtering; selected papers categorization and analysis. We focused on the early system development stages and identified 33 relevant publications categorized as: combined safety and security approaches that consider the mutual influence of safety and security; safety informed security approaches that consider influence of safety on security; security informed safety approaches that consider influence of security on safety. The results showed that a number of identified approaches are driven by needs in fast developing application areas, e.g., automotive, while works focusing on combined analysis are mostly application area independent. Overall, the study shows that safety and security co-analysis is still a developing domain.