Effective leadership is deemed essential for successful projects and teams. However, leadership in agile software development projects and teams is a challenge in practice, and the research literature provides no general agreement on what constitutes effective leadership in this environment. To address this issue and give the agile community a comprehensive overview of the research on agile leadership we report the results of a systematic literature review (SLR). The SLR identified 33 studies in the Scopus database published from 2000-2019 that contribute to agile leadership knowledge. The results indicate that whilst some studies apply leadership theories to explore and explain the role of agile leadership other studies propose alternative approaches to leadership within agile software teams and projects. The results suggest that agile leadership research needs further attention and that more empirical studies are needed to better understand agile leadership in general and in the various agile information systems development environments.