The aim of this study was to systematically consider the evidence for polymyalgia rheumatica (PMR) as a paraneoplastic disease. A systematic review of Medline and Embase was conducted from their inception to February 2017. Risk of bias was assessed using the Newcastle-Ottawa tool. Data were extracted regarding the PMR-cancer association, the types of cancer associated with PMR and the presentation of PMR patients subsequently diagnosed with cancer. Twenty-three full text articles were reviewed from the 1174 unique references identified in the search. Nine articles were included in the final review. There was some evidence of an association between PMR and cancer in the short-term (first 6 to 12 months after diagnosis), but no evidence of an association after this time. Limited evidence suggests that lymphoma, prostate and haematological cancers may be those cancers more commonly diagnosed in those with PMR. There was little evidence to suggest what presenting features may be associated with the development of cancer. There is little evidence of PMR as a true paraneoplastic disease. However, there is reason to be cautious when making the diagnosis of PMR. Clinicians should be aware of this potential association both prior to making a diagnosis and throughout the course of the condition.