Grey literature is defined as “a field in library and information science that deals with the production, distribution, and access to multiple document types produced on all levels of government, academics, business, and organization in electronic and print formats not controlled by commercial publishing, i.e. where publishing is not the primary activity of the producing body” [GreyNet International, 2016]. This paper will provide an overview of grey literature, along with definitions, examples of sources, and suggestions on how to search for this material. In addition, it will describe how best to document grey literature search strategies, as well as evaluate and critically appraise sources of information located in the grey literature realm. Finally, it will outline why the inclusion of grey literature in systematic literature reviews is important in order to reduce publication bias, provide a balanced picture of the available evidence, and increase the comprehensiveness of the review.