Background: Suicide is a leading cause of death during imprisonment. This systematic review aimed to synthesise available evidence of prison suicide incidence worldwide. Methods: We systematically searched the scientific literature, data repositories, and prison system reports, supplemented by correspondence with prison administrations. We included reports on people living in prison but excluded studies in preselected groups (by age or offence type). Absolute numbers and incidence rates of suicide mortality per 100 000 person-years by sex and country were extracted from 2000 to 2021. IQRs were used to describe the suicide incidence in different world regions. Incidence rate ratios comparing suicides of people living in prison with age-standardised general populations were calculated. We conducted meta-regression analyses on national-level and prison-level factors to examine heterogeneity. The study protocol was pre-registered with PROSPERO, CRD42021296819. Findings: We included three scientific studies, 124 official reports, and 11 datasets from email correspondence. Between 2000 and 2021, there were 29 711 reported suicides during 91·2 million person-years of imprisonment in 82 jurisdictions worldwide (sex-specific data available for 13 289 individuals: 12 544 [94·4%] male and 745 [5·6%] female individuals). There were large variations between countries, with most studies reporting suicide rates in the range of 24–89 per 100 000 person-years in both sexes (22–86 in male individuals and 25–107 in female individuals). In meta-regression analyses, Europe (vs other regions), high-income countries (vs low-income and middle-income countries), and countries with lower incarceration rates (vs those with higher incarceration rates) had higher suicide rates. Incidence rate ratios between people who are incarcerated and age-standardised general populations in the same jurisdictions were typically in the range of 1·9–6·0 in male and 10·4–32·4 in female individuals. Interpretation: Prison services worldwide, and particularly in Europe, should prioritise suicide prevention. Assessment and management of suicide risk in female individuals living in prison need particular attention due to excess mortality relative to community-based populations. Interpretation of synthesised data needs to be done with caution due to high heterogeneity between jurisdictions. Funding: Agencia Nacional de Investigación y Desarrollo, Economic and Social Research Council, and Wellcome Trust.