Background: Dietary fat is an essential macronutrient. However, saturated fact has been associated with negative health outcomes including cardiovascular disease. Shifting consumption from saturated fat to unsaturated fats and limiting the level of saturated fat in the diet has been recommended. Currently, there is no standard method to measure saturated fat intake in etiologic studies. Therefore, it is difficult to obtain a reliable picture of saturated fat intake in Europe. To inform the development of the DEDIPAC (DEterminants of DIet and Physical Activity) toolbox of methods, we aimed to identify the assessment methods and specific instruments which have been used to assess saturated fat intake among children or adults in pan-European studies. Methods: Three electronic databases were searched for English language studies of any design which assessed intake of saturated fat. Reference lists were hand-searched. Studies were included if they were conducted in two or more European countries, and involved healthy, free-living children and adults. Results: The review identified 20 pan-European studies which assessed saturated fat intake. Food Frequency Questionnaires (n = 8) and diet records (n = 7) were most common, followed by 24-h recalls (n = 5). Methods differed in portion size estimation and the composition data which was used to calculate nutrient intake. Of the instruments used in more than two European countries, five Food Frequency Questionnaires had been specifically tested for validity to assess saturated fat intake; four among adults (Food4me, PURE, IMMIDIET, Health, Alcohol and Psychosocial factors in Eastern Europe (HAPIEE)) and one among children (used by Piqueras et al.). Conclusions: A standardised approach to portion size estimation and a common source of food composition data are required to measure saturated fat intake across Europe effectively. Only five instruments had been used in more than two European countries and specifically tested for validity to assess saturated fat intake. These instruments may be most appropriate to evaluate intake of saturated fat in future pan-European studies. However, only two instruments had been tested for validity in more than one European country. Future work is needed to assess the validity of the identified instruments across European countries.