Anal cancer is a relatively rare neoplasm, related to human papillomavirus (HPV), with an incidence that does not warrant general screening. However, as many cases occur in identifiable high-risk populations, targeting these groups may be cost-effective. Screening for anal cancer in men who have sex with men (MSM) may be appropriate, given their elevated risk of anal cancer. Examining existing cost-effectiveness analyses can help inform the design and conduct of future clinical and economic studies.A review of the literature was performed using three databases to identify studies that assessed the cost-effectiveness of anal cancer screening in MSM. Five analyses were identified: four modelled the cost-effectiveness of cytological screening over a patient’s lifetime, and estimated final health outcomes as survival or quality adjusted survival. The fifth presented a decision analysis with intermediate health outcomes only and did not extrapolate to longer-term health outcomes.Several factors influenced the incremental cost-effectiveness ratios. These factors were related to a paucity of primary data and included: availability of longer-term epidemiological and natural history data; availability of utility-based quality of life data from an appropriate respondent population; appropriate resource use information; and availability of information on screening adherence.There is considerable uncertainty in model results: analyses from the United States suggest screening is almost always cost-effective; analyses from the United Kingdom suggest that screening is unlikely to be cost-effective. Uncertainty is primarily driven by data paucity; by summarising key uncertainties in existing models, this review can inform the design and conduct of future studies.