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Purpose The purpose of this systematic literature review (SLR) is to examine the state of knowledge about the cost-effectiveness of return-to-work (RTW) interventions targeted at workers with medically certified sickness absences related to mental disorders. Our SLR addresses the question, "What is the evidence for the cost-effectiveness of RTW interventions for mental illness related sickness absences?" Methods This SLR used a reviewer pair multi-phase screening of publically available peer-reviewed studies published between 2002 and 2019. Five electronic databases were searched: (1) MEDLINE 1946-Present, (2) MEDLINE: Epub-Ahead of Print and In-Process, (3) PsycINFO, (4) Econlit, and (5) Web of Science. Results 6138 unique citations were identified. Ten articles were included in the review. Eight of the ten studies were conducted in the Netherlands, one in Sweden, and one in Canada. Results of this SLR suggest there is evidence that RTW interventions for workers with medically certified sickness absences can be cost-effective. Conclusions Although this SLR's results suggest that economic evaluations of RTW interventions can be cost-effective, the use of economic evaluations for studies of these program types is in its infancy. Some jurisdictions (e.g., the Netherlands) seem to have recognized the need for economic evaluations. However, more research is needed in different disability system contexts. Furthermore, use of the standard economic evaluation approaches for healthcare interventions may limit the usefulness of results if the end-user is an employer or non-health organization. This may present the opportunity to introduce newer approaches that include work-related measures of effectiveness and analytical approaches.