Identifying and monitoring of health inequalities requires good-quality data. The aim of this work is to systematically review the evidence base on approaches taken within the healthcare context to improve the quality of data for the identification and monitoring of health inequalities and describe the evidence base on the effectiveness of such approaches or recommendations. Peer-reviewed scientific journal publications, as well as grey literature, were included in this review if they described approaches and/or made recommendations to improve data quality relating to the identification and monitoring of health inequalities. A thematic analysis was undertaken of included papers to identify themes, and a narrative synthesis approach was used to summarise findings. Fifty-seven papers were included describing a variety of approaches. These approaches were grouped under four themes: policy and legislation, wider actions that enable implementation of policies, data collection instruments and systems, and methodological approaches. Our findings indicate that a variety of mechanisms can be used to improve the quality of data on health inequalities at different stages (prior to, during, and after data collection). These findings can inform us of actions that can be taken by those working in local health and care services on approaches to improving the quality of data on health inequalities.