For many children, hospitalization can lead to a state of increased anxiety. Being away from home, the invasive procedures undertaken, and the uncertainty of the outcome cause an uncomfortable situation in anticipation of real or imagined hazards. This systematic review aims to assess current evidence on the types of non-pharmacological interventions used and their impact on children’s anxiety or distress levels when they visit the hospital for planned or unplanned admissions. The Databases PubMed, Psych INFO, and Google Scholar were queried for papers published from January 2000 to March 2023 reporting the use of non-pharmacological interventions interacting with children in hospital or clinical environments and confirmed with saliva cortisol levels. A total of nine studies were retrieved. Across these studies, four different strategies of non-pharmacological interventions were used. Anxiety and distress were found to be reduced in the majority of the studies as confirmed with salivary cortisol. Overall, there is evidence that non-pharmacological interventions hold a promising role in reducing levels of anxiety or distress in children as confirmed with saliva cortisol. However, research on saliva cortisol as a tool of anxiety measurement requires higher quality studies to strengthen the evidence base.