Background: Oncology is among the most active therapeutic fields in terms of new drug development projects, with increasingly expensive drugs. The expected clinical benefit and cost effectiveness of these treatments in clinical practice have yet to be fully confirmed. Health medico-administrative databases may be useful for assessing the value of anticancer drugs with real-world data. Objective: The objectives of our systematic literature review (SLR) were to analyse economic evaluations of anticancer drugs based on health medico-administrative databases, to assess the quality of these evaluations, and to identify the inputs from such databases that can be used in economic evaluations of anticancer drugs. Methods: We performed an SLR by using PubMed and Web of Science articles published from January 2008 to January 2019. The search strategy focused on anticancer drug cost-effectiveness analyses (CEAs)/cost-utility analyses (CUAs) that were entirely based on medico-administrative databases. The review reported the main choices of economic evaluation methods in the analyses. The quality of the articles was assessed using the Consolidated Health Economic Evaluation Reporting Standards (CHEERS) and risk of bias assessment checklists. Results: Of the 306 records identified in PubMed, 12 articles were selected, and one additional article was identified through Web of Science. Ten of the 13 articles were CEAs and three were CUAs. Most of the analyses were carried out in North America (n = 11). The economic metric used was the cost per life-year gained (n = 10) or cost per quality-adjusted life-year (n = 3). Reporting of the target analysis population and strategies in the articles was in agreement with the CHEERS guidelines. The structural assumptions underpinning the economic models displayed the poorest reporting quality among the items analysed. Representativeness bias (n = 11) and the issue of censored medical costs (n = 8) were the most frequently analysed risks. Conclusion: A comparison of the economic results was not relevant due to the high heterogeneity of the selected studies. Our SLR highlighted the benefits and pitfalls related to the use of medico-administrative databases in the economic evaluations of anticancer drugs.