Objective Neuropsychiatric symptoms (NPSs) are common in dementia, and they have been identified as important care‐recipient variables in terms of their impact on caregiver burden. The aim of this review was to describe how individual NPSs in dementia, assessed using the Neuropsychiatric Inventory, are associated with caregiver burden. Methods We performed a systematic review of English language, peer‐reviewed articles retrieved from MEDLINE, PSYCINFO, and EMBASE. Results A total of 13 studies met the inclusion criteria. Four studies examined the association between individual NPSs and caregiver burden using the Spearman rank correlation test, while three used Pearson's correlation test. Of the remaining studies, five used multiple regression analyses and one the chi‐squared test. The majority of included studies did not differentiate between dementia subtypes in the analysis or mainly included only caregivers of people with Alzheimer's disease. The Clinical Dementia Rating score and mean Mini‐Mental State Examination score indicate mild to moderate dementia. The majority of caregivers were women, most of whom were children (53.8%) or spouses (36%). The data indicated that irritability, followed by agitation, sleep disturbances, anxiety, apathy, and delusion seem to impact caregiver burden the most. Conclusion Our principal finding is that irritability, agitation, sleep disturbances, anxiety, apathy, and delusion seem to exert the most impact on caregiver burden. Heterogeneity in the measures and statistical analyses used, however, makes it difficult to make conclusive interpretations. Future research in this field would benefit from standardization of the scientific methodology in use. Copyright © 2017 John Wiley & Sons, Ltd.