Attendance and completion of weight loss intervention is associated with better weight loss outcomes; however, attrition is neither consistently reported nor comprehensively explored in the weight loss literature. A systematic review was undertaken to identify factors associated with attrition in weight loss interventions involving overweight or obese (body mass index ≥ 25) adults (18–65 years). Sixty-one studies published before May 2011 and addressing factors associated with weight loss programme attrition were identified. Conclusions were limited by the large number of variables explored, the small number of studies exploring each variable, the large variety of study settings and methodologies used, the inconsistent reporting of results, and the conflicting findings across studies. A consistent set of predictors has not yet been identified. The majority of studies relied on pre-treatment routinely collected data rather than variables selected because of their theoretical and/or empirical relationship with attrition. However, psychological and behavioural patient factors and processes associated with the treatment were more commonly associated with attrition than patient background characteristics. Future research should consider theoretically grounded social–psychological and behavioural processes as potential predictors of dropout. Identification of patients at risk of dropout will contribute to both the effectiveness and the cost-effectiveness of weight loss interventions.