Economic analysts are increasingly likely to rely on systematic reviews and meta-analyses of health state utility values to inform the parameter inputs of decision-analytic modelling-based economic evaluations. Beyond the context of economic evaluation, evidence from systematic reviews and meta-analyses of health state utility values can be used to inform broader health policy decisions. This paper provides practical guidance on how to conduct a systematic review and meta-analysis of health state utility values. The paper outlines a number of stages in conducting a systematic review, including identifying the appropriate evidence, study selection, data extraction and presentation, and quality and relevance assessment. The paper outlines three broad approaches that can be used to synthesise multiple estimates of health utilities for a given health state or condition, namely fixed-effect meta-analysis, random-effects meta-analysis and mixed-effects meta-regression. Each approach is illustrated by a synthesis of utility values for a hypothetical decision problem, and software code is provided. The paper highlights a number of methodological issues pertinent to the conduct of meta-analysis or meta-regression. These include the importance of limiting synthesis to 'comparable' utility estimates, for example those derived using common utility measurement approaches and sources of valuation; the effects of reliance on limited or poorly reported published data from primary utility assessment studies; the use of aggregate outcomes within analyses; approaches to generating measures of uncertainty; handling of median utility values; challenges surrounding the disentanglement of utility estimates collected serially within the context of prospective observational studies or prospective randomised trials; challenges surrounding the disentanglement of intervention effects; and approaches to measuring model validity. Areas of methodological debate and avenues for future research are highlighted.