Math anxiety can significantly impair student learning outcomes. This is often due to a lack of self-regulated learning (SRL), leading to a reliance on external guidance. This systematic literature review aimed to increase existing knowledge on the role of SRL in reducing students' mathematics anxiety and to assess its impact on improving learning outcomes. Using the PRISMA procedure, 28 studies were selected to explore the relationship between SRL and math anxiety. Findings showed that higher levels of SRL were associated with reduced math anxiety, while lower levels were associated with increased math anxiety. This study confirms the importance of educators implementing strategies that promote SRL to decrease math anxiety and improve student performance.