BACKGROUND: Depression and anxiety are the most prevalent mental health difficulties in the workplace, costing the global economy $1 trillion each year. Evidence indicates that symptoms may be reduced by interventions in the workplace. This paper is the first to systematically review psychosocial interventions for depression, anxiety, and suicidal ideation and behaviours in small-to medium-size enterprises (SMEs). METHODS: A systematic search following PRISMA guidelines, registered in PROSPERO (CRD42020156275), was conducted for psychosocial interventions targeting depression, anxiety, and suicidal ideation/behaviour in SMEs. The PubMed, PsycINFO, Scopus, and two specific occupational health databases were searched, as well as four databases for grey literature, without time limit until 2nd December 2019. RESULTS: In total, 1283 records were identified, 70 were retained for full-text screening, and seven met the inclusion criteria: three randomised controlled trials (RCTs), three before and after designs and one non-randomised trial, comprising 5111 participants. Study quality was low to moderate according to the Quality Assessment Tool for Quantitative Studies. Five studies showed a reduction in depression and anxiety symptoms using techniques based on cognitive behavioural therapy (CBT), two reported no significant change. LIMITATIONS: Low number and high heterogeneity of interventions and outcomes, high attrition and lack of rigorous RCTs. CONCLUSIONS: Preliminary evidence indicates CBT-based interventions can be effective in targeting symptoms of depression and anxiety in SME employees. There may be unique challenges to implementing programmes in SMEs. Further research is needed in this important area.