The purpose of this systematic review is to evaluate the effectiveness of couple therapy from different therapeutic approaches on the variables of depression, anxiety, stress, and relational factors in couples with infertility. It also aims to identify whether couple therapy increases the likelihood of pregnancy. A search protocol was entered into specific databases (PsycINFO, EMBASE, PubMed, and CINAHL) and a total of 12 interventional studies are included in this review. The results show that couple therapy of six or more sessions is effective in reducing depression, anxiety, stress, and relational complaints in couples who present with a lengthier infertility history. Couple therapy also increases the likelihood of pregnancy but only in couples with idiopathic infertility rather than medical and structural infertility. An explorative comparison of the effectiveness of different therapeutic approaches shows superior results with emotionally focused couple therapy, cognitive behavioural couple therapy, and behavioural couple therapy. This review adds to the evidence base for couple therapy and reinforces the need for this modality because of the interpersonal nature of infertility.