The extraction of bioactive compounds from wine lees involves a variety of methods, the selection of which is crucial to ensure optimal yields. This systematic review, following PRISMA guidelines and utilizing the Web of Science database, aimed to examine the current state of this field, providing insights for future investigations. The search employed strategies with truncation techniques and Boolean operators, followed by a three-step screening using well-defined eligibility criteria. A bibliometric analysis was conducted to identify authors, affiliations, countries/regions, and research trends. Thirty references were selected for analysis, with Spain standing out as the main source of research on the topic. The majority of studies (66%) focused on the extraction of bioactive compounds from alcoholic fermentation lees, while 33% were directed towards malolactic fermentation lees. Binary mixtures (ethanol–water) were the predominant solvents, with ultrasound being the most used extraction method (31.3%), providing the highest average yields (288.6%) for the various evaluated compounds, especially flavonoids. The potential of wine lees as a source of bioactive compounds is highlighted, along with the need for further research exploring alternative extraction technologies and the combination of methods. Additionally, the importance of “in vitro” and “in vivo” tests to assess the bioactive potential of lees, as well as the use of computational tools to optimize extraction and identify the molecules responsible for bioactive activity, is emphasized.