ADHD is one of the most prevalent mental health disorders among children and adolescents. Household socio-economic status (SES) in early childhood is inversely related to ADHD later in childhood or adolescence. We conducted a systematic review to examine psychological, social and behavioural factors that mediate these relationships (PROSPERO Registration number: CRD42020182832). We searched Medline, EMBASE, PsychINFo, and Web of Science from inception until May 2020. Both authors independently reviewed abstracts and identified papers for inclusion. We sought primary observational studies (cohort, cross-sectional and case control studies) of general population-based samples of children and adolescents aged 18 and under that investigated potential mediators of the relationships between SES and ADHD. Studies based upon non-general population-based samples, twins or biochemical/physiological changes were excluded. Direct and indirect effects derived from standard validated mediation analysis were extracted for potential mediators. We assessed risk of bias using a modified NIH tool and synthesised quantitative data without meta-analysis according to the (SWiM) protocol because of heterogeneity between included studies. Family adversity, paternal and maternal ADHD symptoms, Home Learning Environment, breastfeeding duration and a combined fine motor and language score at age 2 may lie on the SES-ADHD pathway. Evidence concerning the influence of maternal depression/anxiety and adverse parenting was inconsistent across studies. There was no evidence that mother's health-related behaviour, family characteristics, child's consumption of fizzy drinks or other developmental characteristics at birth/during infancy lie on the SES-ADHD pathway. Publication bias may have been introduced by our decision not to search grey literature, not to approach study authors and limit the search to the English language. Evidence for mediation of the SES-ADHD pathway in childhood/adolescence is under-researched. Maternal mental health, family adversity, parenting and health-related behaviours warrant further research based on longitudinal data and employing the most advanced mediation analysis methods.