PURPOSE: The aim of this study was to systematically review evidence on the prevalence and magnitude of side effects associated with caffeine supplementation in athletes. METHODS: Systematic searches through the PubMed, VHL, Scopus, and Web of Science databases were conducted according to the PRISMA guidelines. Peer-reviewed articles written in English that reported the prevalence/percentage or magnitude/effect size of side effects after caffeine supplementation in athletes in a sports context were included. Studies were grouped by the dose of caffeine administered as follows: low =  ≤ 3.0 mg/kg; moderate = from 3.1 to 6.0 mg/kg; high =  ≥ 6.1 mg/kg. The magnitude of the side effects was calculated with effect sizes. RESULTS: The search retrieved 25 studies that met the inclusion/exclusion criteria with a pooled sample of 421 participants. The supplementation with caffeine produced a higher prevalence or magnitude of all side effects under investigation when compared to placebo/control situations. The prevalence (magnitude) was between 6 and 34% (ES between 0.13 and 1.11) for low doses of caffeine, between 0 and 34% (ES between -0.13 and 1.20) for moderate doses of caffeine, and between 8 and 83% (ES between 0.04 and 1.52) with high doses of caffeine. The presence of tachycardia/heart palpitations and the negative effects on sleep onset had the highest prevalence and magnitude, in athletes using supplementation with caffeine. CONCLUSION: In summary, caffeine supplementation in the doses habitually used to enhance physical performance produces several side effects, both after exercise and at least 24 h after the ingestion. However, the prevalence and magnitude of side effects with high doses of caffeine were habitually higher than with low doses of caffeine. From a practical perspective, using ~3.0 mg/kg of caffeine may be the dose of choice to obtain the ergogenic benefits of caffeine with the lowest prevalence and magnitude of side effects.