Introduction: The objective of this systematic review was to investigate whether electroencephalographic parameters can serve as a tool to distinguish between melancholic depression, non-melancholic depression, and healthy controls in adults.Methods: A systematic review comprising an extensive literature search conducted in PubMed, Embase, Google Scholar, and PsycINFO in August 2020 with monthly updates until November 1st, 2020. In addition, we performed a citation search and scanned reference lists. Clinical trials that performed an EEG-based examination on an adult patient group diagnosed with melancholic unipolar depression and compared with a control group of non-melancholic unipolar depression and/or healthy controls were eligible. Risk of bias was assessed by the Strengthening of Reporting of Observational Studies in Epidemiology (STROBE) checklist.Results: A total of 24 studies, all case-control design, met the inclusion criteria and could be divided into three subgroups: Resting state studies (n = 5), sleep EEG studies (n = 10), and event-related potentials (ERP) studies (n = 9). Within each subgroup, studies were characterized by marked variability on almost all levels, preventing pooling of data, and many studies were subject to weighty methodological problems. However, the main part of the studies identified one or several EEG parameters that differentiated the groups.Conclusions: Multiple EEG modalities showed an ability to distinguish melancholic patients from non-melancholic patients and/or healthy controls. The considerable heterogeneity across studies and the frequent methodological difficulties at the individual study level were the main limitations to this work. Also, the underlying premise of shifting diagnostic paradigms may have resulted in an inhomogeneous patient population.Systematic Review Registration: Registered in the PROSPERO registry on August 8th, 2020, registration number CRD42020197472.