This work systematically reviewed past literature to investigate the association between intellectual giftedness and socio-emotional and/or behavioral disorders. Nineteen studies met the inclusion criteria, 17 of which have children and/or adolescents as participants, and 12 have a non-gifted control group. Socio-emotional problems, such as withdrawal, were found in 3 out of 8 studies; internalizing disorders, such as anxiety, were found in 5 out of 9; externalizing disorders, such as hyperactivity, were found in 3 out of 5. The most investigated comorbidity was attention-deficit/hyperactivity disorder. A univocal conclusion on the relationship between intellectual giftedness and socio-emotional/behavioral problems cannot be drawn, principally because of the heterogeneity of participants' age, informants, and instruments. The review highlights the need for future studies to use multi-informant and comprehensive assessments, to reach more robust findings, and suggests that age and discrepancy between verbal and non-verbal intellectual abilities should be considered critical factors.