Background: Intravenous immunoglobulin (IVIg) and therapeutic plasma exchange (TPE) are among the main immunotherapies for neurological disorders. Their benefit is greatest in immune-mediated conditions, but their distinct efficacy cannot be simply explained. Objectives: This review aimed to systematically identify studies comparing the efficacy of TPE and IVIg treatments for selected autoimmune neurological disorders and identify optimal therapies for each condition. Data Sources and Methods: PubMed, MEDLINE and Embase databases were searched for original publications from 1990 to 2021. Additional publications were identified via expert recommendations. Conference abstracts older than 2017, review articles and articles without information on TPE and IVIg comparison in title and abstract were excluded. Risks of bias were descriptively addressed, without a meta-analysis. Results: Forty-four studies were included on Guillain–Barré syndrome (20 studies – 12 adult, 5 paediatric, 3 all ages), myasthenia gravis (11 studies –8 adult, 3 paediatric), chronic immune–mediated polyradiculoneuropathy (3 studies –1 adult, 2 paediatric), encephalitis (1 study in adults), neuromyelitis optica spectrum disorders (5 studies –2 adult, 3 all ages) and other conditions (4 studies – all ages). TPE and IVIg were mostly similarly efficacious, measured by clinical outcomes and disease severity scores. Some studies recommended IVIg as easy to administer. TPE procedures, however, have been simplified and the safety has been improved. TPE is currently recommended for management of neuromyelitis optica spectrum disorder relapses and some myasthenia gravis subtypes, in which rapid removal of autoantibodies is crucial. Conclusion: Despite some limitations (e.g. the low evidence levels), this review provides an extensive 30-year-long overview of treatments for various conditions. Both IVIg and TPE are usually comparably efficacious options for autoimmune neurological disorders, with few exceptions. Treatment choices should be patient-tailored and based on available clinical resources. Better designed studies are needed to provide higher-level quality of evidence regarding clinical efficacy of TPE and IVIg treatments.