An electroencephalography (EEG)-based brain–computer interface (BCI) is a system that provides a pathway between the brain and external devices by interpreting EEG. EEG-based BCI applications have initially been developed for medical purposes, with the aim of facilitating the return of patients to normal life. In addition to the initial aim, EEG-based BCI applications have also gained increasing significance in the non-medical domain, improving the life of healthy people, for instance, by making it more efficient, collaborative and helping develop themselves. The objective of this review is to give a systematic overview of the literature on EEG-based BCI applications from the period of 2009 until 2019. The systematic literature review has been prepared based on three databases PubMed, Web of Science and Scopus. This review was conducted following the PRISMA model. In this review, 202 publications were selected based on specific eligibility criteria. The distribution of the research between the medical and non-medical domain has been analyzed and further categorized into fields of research within the reviewed domains. In this review, the equipment used for gathering EEG data and signal processing methods have also been reviewed. Additionally, current challenges in the field and possibilities for the future have been analyzed.