The construct of psychological distance has gained traction as an explanation of why climate change is difficult to act on; it often feels far removed, with impacts arising in remote locations to other people or in an uncertain future. However, recent studies and narrative reviews have pointed out inconsistencies in the conceptualisation, operationalisation and results regarding the psychological distance of climate change, with research evidently struggling to develop the construct and determine its place in explaining and promoting pro-environmental behaviour. This paper presents a systematic review of the literature aimed at building an evidence base on which to develop research on psychological distance. Following a systematic search of three databases, 73 records with 84 individual studies were identified, which measured or manipulated the concept in relation to climate change. We find that psychological distance in the context of climate change is a dynamic, context-specific, multidimensional construct, which may be leading to current challenges in measurement and manipulation. We identify inconsistencies in cross-sectional and experimental studies and develop ideas for how these can be addressed. We recommend that researchers focus on specific aspects of climate change rather than a general notion of psychological distance towards climate change (e.g., studying different framings of the same event, policy or mitigation project). In doing this, it would be most effective to employ a bottom-up approach to developing the concept, with the further aims of determining how this more specific psychological distance is related to other variables such as identity or concern, and introducing more diversity in sample selection and research design.