Objective To systematically review prediction models of small for gestational age (SGA) based on machine learning and provide references for the construction and optimization of such a prediction model. Methods The PubMed, EMbase, Web of Science, CBM, WanFang Data, VIP and CNKI databases were electronically searched to collect studies on SGA prediction models from database inception to August 10, 2022. Two researchers independently screened the literature, extracted data, evaluated the risk of bias of the included studies, and conducted a systematic review. Results A total of 14 studies, comprising 40 prediction models constructed using 19 methods, such as logical regression and random forest, were included. The results of the risk of bias assessment from 13 studies were high; the area under the curve of the prediction models ranged from 0.561 to 0.953. Conclusion The overall risk of bias in the prediction models for SGA was high, and the predictive performance was average. Models built using extreme gradient boosting (XGBoost) demonstrated the best predictive performance across different studies. The stacking method can improve predictive performance by integrating different models. Finally, maternal blood pressure, fetal abdominal circumference, head circumference, and estimated fetal weight were important predictors of SGA.