Our aim was to assess the effect of perioperative interventions targeting psychological distress on clinical outcome after total knee arthroplasty (TKA). We searched studies on the effect of perioperative interventions focused on psychological distress used in conjunction with TKA on pain, function, and quality of life (QoL) on PubMed, Embase.com, PsycINFO/OVID, CENTRAL, the Cochrane Database of Systematic Reviews, Scopus, and Web of Science. We included 40 studies (22 RCTs, ten cohort studies, and eight quasi-experimental studies) with a total of 3846 patients. We graded the quality of evidence as low for pain and function and as moderate for QoL. Patients receiving music, education, cognitive behavioural therapy, guided imagery, pain coping skills training, Reiki, occupational therapy with self-monitoring, and biofeedback-assisted progressive muscles relaxing training had lower pain scores or declined opioid prescriptions after TKA. Pain coping skills training, audio recording-guided imagery scripts, video promoting self-confidence, psychological therapies by video, Reiki, music, occupational therapy with self-monitoring, education, and psychotherapy improved postoperative functional outcome. Education through an app improved QoL after TKA. The studies in our systematic review show that perioperative interventions targeting psychological distress for patients receiving TKA seem to have a positive effect on postoperative pain, function, and QoL. RCTs with strict methodological safeguards are still needed to determine if perioperative interventions focused on psychological distress should be used in conjunction with TKA. These studies should also assess which type of intervention will be most effective in improving patient-reported outcome measures and declining opioid prescriptions.