<b><i>Background:</i></b> Surfactant therapy is the cornerstone of respiratory distress syndrome management. “Less-invasive surfactant administration (LISA)” is now recommended for spontaneously breathing preterm infants. Analgosedation remains controversial as 52% of European neonatologists do not use any. This systematic review aims to describe the efficacy and safety of different drugs for analgosedation during LISA. <b><i>Methods:</i></b> MEDLINE via Ovid, Embase, Scopus, and Cochrane Library of Trials were searched independently by 2 reviewers for studies on sedation or analgesia for LISA, without filters or limits. <b><i>Results:</i></b> Eight studies (1 randomized controlled trial) recruiting 945 infants were included. Infant pain was significantly reduced, with more infants evaluated as comfortable. Failure, defined as need for intubation or for a second dose of surfactant, was not different between sedated and unsedated groups. Analgosedation was associated with a higher occurrence of desaturation and need for positive pressure ventilation during procedure, but the need for mechanical ventilation within 24 or 72 h of life was not significantly different. There does not seem to be any difference in clinical tolerance and complications (e.g., hypotension, mortality, air leaks, etc.). Procedural conditions were evaluated as good or excellent in 83% after sedation. <b><i>Discussion and Conclusion:</i></b> Analgesia or sedative drugs increase infant comfort and allow good procedural conditions, with a limited impact on the clinical evolution. Questions remain about the best choice of drugs and dosages, with the constraint to maintain spontaneous breathing and have a rapid offset. Further good quality studies are needed to provide additional evidence to supplement those limited existing data.