Anxiety symptoms and anxiety disorders are frequent in patients with schizophrenia and are associated with greater severity of both positive and negative symptoms, cognitive impairment, poorer functioning and quality of life. Accumulating evidence suggests that atypical antipsychotics may have a role in treating comorbid anxiety symptoms. A systematic review was conducted following Preferred Reporting Items for Systematic reviews and Meta-Analyses (PRISMA) and Cochrane guidelines, selecting randomized control trials (RCTs) that evaluated efficacy of olanzapine on anxiety symptoms in patients diagnosed with schizophrenia and included anxiety evaluation scales. We searched PubMed and Web of Science databases for articles in English language available until September 2021. We selected 7 studies (3 with primary data analysis, 4 with secondary data analysis) regarding the use of olanzapine in patients with schizophrenia. In fours studies olanzapine was superior to haloperidol in improving anxiety symptoms. Four studies compared olanzapine versus risperidone: in two of them risperidone was superior to olanzapine, although one study was limited by a relatively small sample size. In the other two there were no significant differences between olanzapine and risperidone-treated patients. One study found that olanzapine and clozapine were comparable in terms of efficacy. Although olanzapine was superior to haloperidol in treating anxiety, this symptom was a secondary outcome measure in most of the considered studies. Future RCTs comparing different antipsychotics and larger sample sizes may allow to develop more solid treatment strategies.