Background: Instruments with sufficient diagnostic accuracy are better able to detect healthcare workers (HCWs) who are at risk of psychological distress. The objective of this review is to examine the diagnostic accuracy and measurement properties of psychological distress instruments in HCWs. Methods: We searched in Embase, Medline and PsycINFO from 2000 to February 2021. We included studies if they reported on the diagnostic accuracy of an instrument. To assess the methodological quality of the studies with regard to diagnostic accuracy, we used the Quality Assessment of Diagnostic Accuracy Studies and, for the measurement properties, the Consensus-based Standards for the Selection of Health Measurement Instruments (COSMIN). Results: Seventeen studies reporting on eight instruments were included. Overall, the methodological quality assessing the diagnostic accuracy and measurement properties was low, specifically for items addressing the domain ‘index test’. The items addressing ‘reference standard’, ‘time and flow’ and ‘patient selection’ were mostly unclear. The criterion validity of the single-item burnout, the Burnout–Thriving Index, and the Physician Well-Being Index (PWBI) was sufficient, with area under the curve ranging from 0.75 to 0.92 and sensitivity 71–84%, respectively. Conclusion: Our findings indicate that it is questionable whether screening for HCWs at risk of psychological distress can be performed sufficiently with the included instruments due to the low numbers of studies per instrument and the low methodological quality.