The emergence and spread of new technologies have allowed for the introduction of new forms of gambling. Problem online gambling has specific characteristics, and its prevalence may differ from traditional forms of gambling. This paper systematically reviews studies that include data relevant to problem online gambling and to the sociodemographic and comorbidity variables related to it. A systematic literature search was conducted from Medline database. Following the Preferred Reporting Items for Systematic Reviews and Meta-Analyses statement, preliminary search resulted in 427 articles, from which 20 were included in this systematic review based on pre-determined criteria. The reported prevalence of problem online gambling varied widely across the different studies. This heterogeneity is due to large variations in settings, instruments, and definitions of problem online gambling, which rules out a meta-analytic approach to the results. The sources of variability in the prevalence, the sociodemographic and comorbidity factors, and the implications for future research are discussed.