The aim was to systematically review the effects of gaming on pain-related fear, pain catastrophizing, anxiety, and depression in patients with chronic musculoskeletal pain. Databases (Medline, EMBASE, PsycInfo, CINAHL, Cochrane Central Register for Controlled Trials [CENTRAL], Web of Science, and SCOPUS) were searched from inception up to October 2021. Two reviewers independently selected randomized controlled trials that compared the effects of any gaming modality with other interventions or no treatment on pain-related fear, pain catastrophizing, anxiety, and depression. For data synthesis, Standardized Mean Differences (SMDs) and 95% confidence interval (CI) were calculated using a random-effects inverse variance model for meta-analysis according to the outcome of interest, comparison group, and follow-up period. The level of evidence was synthesized using Grading of Recommendations, Assessment, Development, and Evaluations (GRADE). Thirteen studies were included with a total sample of 680 patients. Gaming was superior to other treatments and no treatment on reducing pain-related fear (SMD: -1.23; 95% CI: -2.02 to -0.44) and anxiety (SMD: -0.55; 95% CI: -1.01 to -0.09), respectively. Gaming was not superior to other treatments on reducing pain catastrophizing, anxiety, and depression, and it was not superior to no treatment on reducing pain-related fear, pain catastrophizing, and depression. Those findings were based on very low or low-quality evidence. In a conclusion, gaming modalities may have positive effects on some mental health outcomes. However, there were conflicting results with low-quality evidence, which indicates that more high-quality randomized controlled trials are needed.