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Electrotherapy modalities are currently used in the treatment of animals, but the evidence base supporting their use has not yet been systematically reviewed. Cochrane guidelines, as adapted by the Swedish Agency for Health Technology Assessment and Assessment of Social Services, were followed for this systematic review. A literature search regarding all currently known electrotherapy modalities applied to horses, dogs, and cats was conducted for the years 1980–2020 using three databases: CABI, PubMed, and Web of Science Core Collection. Of the 5385 references found, 41 articles were included in the review: 13 papers on pulsed electromagnetic field therapy (PEMFT), 7 on neural electrical muscle stimulation (NEMS), 5 on transcutaneous electrical nerve stimulation (TENS), 4 on static magnets, 3 on interference, 2 each on percutaneous electrical neural stimulation (PENS), bioelectricity, and diathermy, and 1 each on micro-pulsed stimulation, capacitive coupled electrical stimulation, and microwave therapy. The literature per modality was limited in quantity (mean 3.7 papers). Half of the articles were assessed to have a high risk of bias (20 high, 7 moderate, and 14 low). The existing literature used a spectrum of indications and treatment parameters, which makes comparisons and drawing conclusions to support the use of these modalities in clinical practice challenging. The current scientific evidence is not sufficient to support the clinical effects of electrotherapies for any clinical indication in horses, dogs or cats. The selected suggestive results warrant further high-quality research on PEMFT, NEMS, TENS, and PENS.