The relationship between frailty and socioeconomic status has been widely explored in the literature. A deeper understanding toward the underlying mechanism is required to further assist policy makers in reducing the inequalities. The objective of this study is to systematically review evidence investigating the direct relationship between frailty and socioeconomic status. The review was conducted following the principles of Preferred Reporting Items for Systematic Reviews and Meta-Analysis (PRISMA). Among the included studies, 52.38% explored the pattern of frailty in age and 42.86% explored mediators as the pathway variables. With various measures and methodologies, included studies did not point to the same conclusions. In terms of the pattern of frailty in age, we found evidence for the age as leveller hypothesis, the status maintenance hypothesis and the cumulative advantage hypothesis. The included mediators differed across studies. However, we found that these mediators can be categorised into behaviours, health, social factors, material resources and mental status. These categories indicate the important aspects to consider for policies aiming at reducing the inequalities in frailty. To obtain a full picture of the underlying mechanism, future research should harmonise different measures for frailty and socioeconomic indicators and apply more comprehensive sets of mediators.