The energy transition and the resulting expansion of renewable energy resources increasingly pose a challenge to the energy system due to their volatile and intermittent nature. In this context, energy management systems are central as they coordinate energy flows and optimize them toward economic, technical, ecological, and social objectives. While numerous scientific publications study the infrastructure, optimization, and implementation of residential energy management systems, only little research exists on industrial energy management systems. However, results are not easily transferable due to differences in complexity, dependency, and load curves. Therefore, we present a systematic literature review on state-of-the-art research for residential and industrial energy management systems to identify trends, challenges, and future research directions. More specifically, we analyze the energy system infrastructure, discuss data-driven monitoring and analysis, and review the decision-making process considering different objectives, scheduling algorithms, and implementations. Thus, based on our insights, we provide numerous recommendations for future research in residential and industrial energy management systems.