Goal setting is an essential component of any modern approach to rehabilitation. It provides a framework through which rehabilitation professionals and their patients can work together to improve the physical autonomy of the client and their psychological well-being, generating an important reference for rehabilitation achievements, and fosters both the effort and perseverance of the athletes. The aim of this paper is review and analyse the investigations that have employed goal setting in the framework of sports injuries rehabilitation. A systematic review was conducted, within the PsycINFO, SPORTDiscus, CINAHL Complete, MEDLINE, Academic Search, EMBASE, Dialnet, ISI Web of Knowledge and Sciente Direct databases. Ten studies have analysed the effect of goal setting during the rehabilitation process, or have used the technique in conjunction with other intervention procedures. Significant effects on rehabilitation were confirmed. The main findings confirm a faster recovery because of goal setting, psychological discomfort reduction and increased motivation, mood improvements, greater focus and effort of athlete in treatment, and performance improvements with challenging goals. It also resulted in a greater treatment adherence, greater adherence to rehabilitation sessions and compliance with homework, high scores on self-satisfaction and self-efficacy, and a very high percentage of athletes who achieve their self-selected functional goals. It is concluded that goal setting is shown as an intervention strategy and technique with important benefits at a psychological and physical level, and is positively valued by athletes, coaches and physiotherapists. It is necessary to implement techniques and programs that address the cognitive and behavioral aspects of the injured, and that motivate and focus their efforts to full recovery.