Aim A systematic literature review of immuno-oncology trials was conducted to assess the potential impact of open-label vs double-blind trial design on patient-reported outcome (PRO) data. Methods A systematic search of indexed literature published from January 2009 to May 2019 was conducted using PubMed/MEDLINE, Cochrane Library, and EMBASE database. All randomized clinical trials (RCTs) of immuno-oncology therapies on advanced cancer patients reporting PRO data were identified. Descriptive analyses were performed to quantify differences at baseline and over time, by the type of study, regarding questionnaire completion rate and PRO scores. Results In total, 23 studies were retained (15 open-label, 8 blinded). At baseline, no difference in completion rate was observed between arms irrespective of trial design (absolute mean difference of 2.8% and 2.2% for open label and blinded studies, respectively). No clinically significant difference in baseline PRO scores was observed between arms. Over time, impact on PRO scores could not be identified due to the limited number of studies, heterogeneity of questionnaires and tumor types. Conclusions Trial design had no impact on PRO completion rate or baseline scores. Future research should involve analyses by specific cancer types and ideally compare individual data from two similar RCTs (blinded vs. open-label).