Few studies have investigated the role of inflammation in Lewy body dementia (LBD) and variable results have been found. We systematically reviewed the literature for evidence of systemic inflammatory changes in dementia with Lewy bodies and Parkinson disease dementia. Owing to the low number of studies we also included Parkinson disease. Key terms were used to search the relevant databases. Titles and abstracts were screened and potentially relevant articles were reviewed in full. References of included studies and relevant reviews were searched. The database search returned 2166 results, 46 of which were finally included in the systematic review. These studies showed a general increase in inflammatory markers in the peripheral blood, most notably interleukin-1β (IL-1β), tumor necrosis factor-α, IL-6, and IL-10. Studies examining cerebrospinal fluid found IL-1β, IL-6, and transforming growth factor-β1 to be particularly increased, and interferon-γ decreased. C-reactive protein levels were increased, particularly in Parkinson disease dementia. These results provide evidence that LBD is associated with an increased inflammatory response. Furthermore, there may be a stronger general inflammatory response in LBD than in Parkinson disease, while complex changes occur in the individual cytokines.