In Circles of Support and Accountability (CoSA), a group of trained volunteers support sex offenders in their desistance process by engaging in a long-lasting empathic relationship. Is it safe to employ volunteers in this way? This literature review provides an overview of both theoretical explanations and empirical evidence of the possible impact of this type of volunteerism on the volunteers themselves. Fifty original research articles and reviews met the selection criteria of a systematic search. Results on effects of volunteering in general, effects of volunteer work with offenders, and effects of working with sex offenders on professionals are summarized and integrated. Generally, volunteering supports and improves physical health and mental well-being, personal growth, and citizenship. However, working with sex offenders in an empathic relationship generates both positive and negative effects on psychological and social function. Personal characteristics, task characteristics, and organizational characteristics moderate and mediate the impact.