Non-pharmaceutical interventions, such as school closures and stay-at-home orders, have been implemented around the world to control the spread of SARS-CoV-2. Their effectiveness in improving health-related outcomes has been the subject of numerous empirical studies. However, these studies show fairly large variation among methodologies in use, reflecting the absence of an established methodological framework. On the one hand, variation in methodologies may be desirable to assess the robustness of results; on the other hand, a lack of common standards can impede comparability among studies. To establish a comprehensive overview over the methodologies in use, we conducted a systematic review of studies assessing the effectiveness of non-pharmaceutical interventions between January 1, 2020 and January 12, 2021 (n = 248). We identified substantial variation in methodologies with respect to study setting, outcome, intervention, methodological approach, and effectiveness assessment. On this basis, we point to shortcomings of existing studies and make recommendations for the design of future studies.