Improved performance under pressure in sport and exercise has been termed clutch performance. The aim of this study was to systematically review, synthesise, and evaluate existing research on clutch performance. Specifically, this review explored: (i) research designs used to examine clutch performance; (ii) definitions of clutch performance; (iii) theoretical frameworks underlying clutch performance; (iv) how clutch performance has been measured; (v) the level of supporting evidence for clutch performance; and, (vi) evidence regarding how clutch performances occur. Ten electronic databases were searched in October 2019, with 27 studies found to meet the eligibility criteria included in the review. The results indicate that there is considerable definitional, conceptual, and measurement heterogeneity in the field of clutch performance. Multiple, conflicting definitions of clutch performance were identified in the literature, which consequently led to the adoption of two distinct approaches to examining clutch performance as: (i) an ability; or, (ii) an isolated episode of performance. These differing approaches have resulted in disparate measurement strategies, and accordingly, there was mixed evidence for the concept of clutch performance and how it occurs. In response to these issues, we propose four principles to help guide future research towards refined explanations of clutch performance.