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Abstract Background and aim Comorbidities are known to exist in many rheumatological conditions. Polymyalgia rheumatica (PMR) is a common inflammatory rheumatological condition affecting older people which, prior to effective treatment, causes severe disability. Our understanding of associated comorbidities in PMR is based only on case reports or series and small cohort studies. The objective of this study is to review systematically the existing literature on the comorbidities associated with PMR. Methods MEDLINE, EMBASE, PsycINFO and CINAHL databases were searched for original observational research from inception to November 2016. Papers containing the words ‘Polymyalgia Rheumatica’ OR ‘Giant Cell Arteritis’ OR the terms ‘PMR’ OR ‘GCA’ were included. Article titles were reviewed based on pre-defined criteria by two reviewers. Following selection for inclusion, studies were quality assessed using the Newcastle–Ottawa tool and data were extracted. Results A total of 17,329 papers were reviewed and 41 were incorporated in this review, including three published after the search took place. Wide variations were found in study design, comorbidities reported and populations studied. Positive associations were found between PMR diagnosis and stroke, cardiovascular disease, peripheral arterial disease, diverticular disease and hypothyroidism. Two studies reported a positive association between PMR and overall malignancy rate. Seven studies reported an association between PMR and specific types of cancer, such as leukaemia, lymphoma, myeloproliferative disease and specified solid tumours, although nine studies found either no or negative association between cancer and PMR. Conclusion Quantification of the prevalence of comorbidities in PMR is important to accurately plan service provision and enable identification of cases of PMR which may be more difficult to treat. This review highlights that research into comorbidities in PMR is, overall, methodologically inadequate and does not comprehensively cover all comorbidities. Future studies should consider a range of comorbidities in patients with a validated diagnosis of PMR in representative populations.