Systematic reviews in mental health have become useful tools for health professionals in view of the massive amount and heterogeneous nature of biomedical information available today. In order to determine the risk of bias in the studies evaluated and to avoid bias in generalizing conclusions from the reviews it is therefore important to use a very strict methodology in systematic reviews. One bias which may affect the generalization of results is publication bias, which is determined by the nature and direction of the study results. To control or minimize this type of bias, the authors of systematic reviews undertake comprehensive searches of medical databases and expand on the findings, often undertaking searches of grey literature (material which is not formally published). This paper attempts to show the consequences (and risk) of generalizing the implications of grey literature in the control of publication bias, as was proposed in a recent systematic work. By repeating the analyses for the same outcome from three different systematic reviews that included both published and grey literature our results showed that confusion between grey literature and publication bias may affect the results of a concrete meta-analysis.