Cognitive deficits are prominent features of the ultra-high risk state for psychosis that are known to impact functioning and course of illness. Cognitive remediation appears to be the most promising treatment approach to alleviate the cognitive deficits, which may translate into functional improvements. This study systematically reviewed the evidence on the effectiveness of cognitive remediation in the ultra-high risk population. The electronic databases MEDLINE, PsycINFO, and Embase were searched using keywords related to cognitive remediation and the UHR state. Studies were included if they were peer-reviewed, written in English, and included a population meeting standardized ultra-high risk criteria. Six original research articles were identified. All the studies provided computerized, bottom-up-based cognitive remediation, predominantly targeting neurocognitive function. Four out of five studies that reported a cognitive outcome found cognitive remediation to improve cognition in the domains of verbal memory, attention, and processing speed. Two out of four studies that reported on functional outcome found cognitive remediation to improve the functional outcome in the domains of social functioning and social adjustment. Zero out of the five studies that reported such an outcome found cognitive remediation to affect the magnitude of clinical symptoms. Research on the effect of cognitive remediation in the ultra-high risk state is still scarce. The current state of evidence indicates an effect of cognitive remediation on cognition and functioning in ultra-high risk individuals. More research on cognitive remediation in ultra-high risk is needed, notably in large-scale trials assessing the effect of neurocognitive and/or social cognitive remediation on multiple outcomes.