Prevalence data of respiratory diseases (RDs) in Central Asia (CA) and Russia are contrasting. To inform future research needs and assist government and clinical policy on RDs, an up-to-date overview is required. We aimed to review the prevalence and economic burden of RDs in CA and Russia. PubMed and EMBASE databases were searched for studies that reported prevalence and/or economic burden of RDs (asthma, chronic obstructive pulmonary disease (COPD), cystic fibrosis, interstitial lung diseases (ILD), lung cancer, pulmonary hypertension, and tuberculosis (TB)) in CA (Kyrgyzstan, Uzbekistan, Tajikistan, Kazakhstan, and Turkmenistan) and Russia. A total of 25 articles (RD prevalence: 18; economics: 7) were included. The majority (n = 12), mostly from Russia, reported on TB. TB prevalence declined over the last 20 years, to less than 100 per 100,000 across Russia and CA, yet in those, multidrug-resistant tuberculosis (MDR-TB) was alarming high (newly treated: 19–26%, previously treated: 60–70%). COPD, asthma (2–15%) and ILD (0.006%) prevalence was only reported for Russia and Kazakhstan. No studies on cystic fibrosis, lung cancer and pulmonary hypertension were found. TB costs varied between US$400 (Tajikistan) and US$900 (Russia) for drug-susceptible TB to ≥US$10,000 for MDR-TB (Russia). Non-TB data were scarce and inconsistent. Especially in CA, more research into the prevalence and burden of RDs is needed.