Background: In children and adolescents, chronic low-grade inflammation has been implicated in the pathogenesis of co- and multi-morbid conditions to mental health disorders. Diet quality is a potential mechanism of action that can exacerbate or ameliorate low-grade inflammation; however, the exact way dietary intake can regulate the immune response in children and adolescents is still to be fully understood. Methods: Studies that measured dietary intake (patterns of diet, indices, food groups, nutrients) and any inflammatory biomarkers in children and adolescents aged 2 to19 years and published until November 2020 were included in this systematic review, and were selected in line with PRISMA guidelines through the following databases: Academic Search Complete, CINAHL, Global Health, Medline COMPLETE and Web of Science–Core Collection. A total of 53 articles were identified. Results: Results show that adequate adherence to healthful dietary patterns such as the Mediterranean diet, or food groups such as vegetables and fruit, or macro/micro nutrients such as fibre or vitamin C and E, are associated with decreased levels of pro-inflammatory biomarkers, mainly c-reactive protein (CRP), interleukin-6 (IL-6) and tumour necrosis factor-alpha (TNF-α), whereas adherence to a Western dietary pattern, as well as intake of food groups such as added sugars, macro-nutrients such as saturated fatty acids or ultra-processed foods, is associated with higher levels of the same pro-inflammatory biomarkers. Conclusions: This is the first systematic review examining dietary intake and biological markers of inflammation in both children and adolescents. A good quality diet, high in vegetable and fruit intake, wholegrains, fibre and healthy fats ameliorates low-grade inflammation, and therefore represents a promising therapeutic approach, as well as an important element for disease prevention in both children and adolescents.