Complex Event Processing (CEP) is a powerful technology for analyzing and correlating large amounts of data coming from different application domains to automatically detect situations of interest (event patterns) in real time. However, extensive knowledge on CEP is required to be able to implement CEP applications. To alleviate this situation, in recent years, several works have proposed the use of Model-Driven Engineering (MDE) to facilitate the development of such CEP applications for domain experts. In this paper, we propose a systematic literature review of existing approaches, frameworks, systems and languages that integrate MDE with CEP, along with the application domains and maturity levels with which these proposals have been successfully adopted. Based on our findings, future research challenges in the CEP field are also discussed.