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With the exponential increase in the volume of data available in the 21st century, data literacy skills have become vitally important in work places and everyday life. This paper provides a systematic review of available data literacy assessments targeted at different audiences and educational levels. The results can help researchers and practitioners better understand the current state of data literacy assessments in terms of issues related to 1) educational levels and audiences; 2) data literacy definitions and competencies; 3) assessment types and item formats; and 4) reliability and validity evidence. The results from the present review led us to conclude that teaching and assessing data literacy is still an emerging field in education. Therefore, high-quality assessment tools are greatly needed to provide valuable insights for students and instructors to monitor progress as well as facilitate and support teaching and learning.