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Background: During neoadjuvant therapy (NAT), patients with locally advanced breast cancer (LABC) experience psychological distress (PD) and adopt appropriate coping strategies. Objective: This systematic review aimed to examine the prevalence and changes in PD and coping strategies in patients with LABC during NAT and to evaluate effective interventions to reduce their PD. Design: Quantitative (cross-sectional, longitudinal, and interventional) and qualitative studies reporting PD and coping strategies related to NAT during LABC were included. Data sources and methods: PubMed, Cochrane Library, Scopus, ScienceDirect, Wiley Online Library, and Web of Science databases were consulted to gather relevant literature from the first publications until July 25, 2023. Selection was conducted according to the Preferred Reporting Items for Systematic Reviews and Meta-Analyses guidelines. Results: A total of 41 articles were included, of which four were qualitative. The main results showed that the prevalence of depression before NAT ranged from 0% to 46% and that of anxiety from 5.5% to 54%. After NAT, the prevalence of depression ranged from 40% to 78.5% and anxiety accounted for 27%. Additionally, PD decreased during NAT. The main determinants of PD were perceived social support, living in joint families, being affected by COVID-19 infection, delays in diagnosis, and starting neoadjuvant treatment. For coping strategies, after NAT, "resigned coping" decreased, whereas "social support" increased, and active coping strategies were correlated with better PD. Some interventions found a reduction in PD, such as a mobile health application, fasting-mimicking diet, relaxation training, and guided imaging. Conclusion: These findings highlight the importance of considering PD and coping strategies in patients with LABC from diagnosis to the end of NAT. The results suggest that effective psychological interventions should be implemented. [ABSTRACT FROM AUTHOR]