Cross-cultural and/or multicultural issues and considerations are increasingly becoming more relevant to the creative arts therapies’ practice and supervision. This systematic literature review aimed to investigate the existing body of cross-cultural/multicultural supervision literature in the fields of music therapy, art therapy, drama therapy, and dance movement therapy, as well as to identify the gaps in the knowledge. English-language literature published between 2000 and 2015 was examined to ascertain its relevance to the cross-cultural issues and challenges that exist within supervision of supervisors and supervisees with racial/ethnic differences. A search strategy that included a review of electronic databases and grey literature, as well as hand searching of journals and edited books was undertaken. Fourteen sources were identified as providing valuable information related to cross-cultural/multicultural supervision: seven music therapy; three art therapy; one drama therapy; and three dance movement therapy publications. Review of the identified sources indicated that cultural differences had an impact on the process and the relationship in the cross-cultural supervision. Furthermore, these differences may provide opportunities for enhanced understanding and awareness of cultural backgrounds, biases, and assumptions of supervisors and supervisees through sharing and open discussions. Findings also suggested the need for future research in the general topic of cross-cultural supervision in the creative arts therapies fields. This review offers an accessible resource for creative arts therapists to existing cross-cultural supervision resources, where they can assess the current state of the literature and better understand the complex dynamics of cross-cultural supervision experiences.