Objective Past literature presents contrasting perspectives regarding the potential influence of self‐blame on adjustment to illness. This systematic literature review aimed to summarize findings from all investigations to date that have explored the relationship between self‐blame for the onset of a chronic physical health condition and emotional distress. Method Between November 2014 and February 2015, electronic databases were searched for relevant literature. Only those studies which assessed self‐blame directly and related specifically to illness onset were included within the review. The methodological and reporting quality of all eligible articles was assessed, and themes within the findings were discussed using a narrative synthesis approach. Results The majority of studies found self‐blame to be associated with increased distress. However, several concerns with the quality of the reviewed articles may undermine the validity of their conclusions. Conclusions It is important for professionals supporting people with chronic physical health conditions to have an understanding of how of self‐critical causal attributions might relate to emotional distress. Further research is required to understand the concept of self‐blame, the factors that may encourage this belief and to develop reliable and valid measures of this experience. Copyright © 2016 John Wiley & Sons, Ltd. Key Practitioner Message What does this study add? The review presents an exploration of the role of self‐blame in emotional adjustment following the diagnosis of a chronic physical health condition. This is the first review to synthesize findings from studies measuring self‐blame beliefs directly and specifically for illness onset and their relationship to indicators of distress and wellbeing. Findings suggest that self‐blame for illness onset is often associated with emotional distress for people with cancer, HIV/AIDS and cardiovascular disease. This has implications for how healthcare professionals respond to self‐blaming beliefs in the context of illness. Research quality concerns are identified for many of the reviewed studies, highlighting a need for further research on this topic.