Background and PurposeFrozen shoulder (FS) is defined as a condition characterised by functional restriction and daily and nightly pain. As in other shoulder pathologies, the manifestation of psychological factors is recognised in FS; however, from a psychological point of view, only few studies have reported its prognostic value. The aim of this systematic review is to investigate, in patients with FS, the prognostic value of psychological factors on pain, function, disability, health‐related quality of life, return to work and time to recovery.Materials and MethodsThis systematic review was reported following the Preferred Reporting Items for Systematic reviews and Meta‐Analysis—PRISMA 2020 guideline. The authors followed the Cochrane Handbook for Systematic review of Intervention as methodological guidance. The Quality in Prognostic Studies—QUIPS tool was used to assess the risk of bias.ResultsPain‐related fear and depression could be prognostic regarding patient‐reported outcome measures assessing shoulder function, disability, and pain; instead, pain catastrophizing could have a prognostic value assessed by the disability of the arm shoulder and hand ‐DASH scale. Anxiety would appear to impact on disability and pain.Discussion and ConclusionsAs widely reported in numerous musculoskeletal conditions, also in FS psychological factors influence the physical dimension such as pain, disability and function. Therefore, clinicians should be encouraged to identify these factors through a comprehensive assessment of the bio‐psychological profile of each individual with FS. Perhaps, patients with FS that show such psychological prognostic factors could benefit from a comprehensive and shared approach with other dedicated professionals.