Background: A considerable number of patients with angina undergo invasive coronary angiography, which might reveal non-obstructive coronary arteries (ANOCA). In this setting, they might have coronary microvascular disease (CMD). Its prevalence significantly varies in the literature. This systematic review aims to document the prevalence of CMD over time according to the diagnostic modalities. Methods: A systematic literature review was conducted using PubMed, the Cochrane Library, and Embase, covering publications from inception to 1 May 2024. Among 1471 identified articles, 297 full-text articles were assessed for eligibility. All studies reporting the prevalence of CMD in ANOCA patients based on invasive coronary artery (ICA), positron emission tomography-computed tomography (PET-CT), transthoracic echocardiography (TTE), or cardiac magnetic resonance (CMR) were included. Results: The review included 53 studies (published between 1998 and 2024), encompassing a total of 16,602 patients. Of these studies, 23 used ICA, 15 used PET-CT, 8 used TTE, and 7 used CMR. A statistically significant increase in CMD prevalence over time was observed across all diagnostic modalities (p < 0.05), except for PET-CT, which showed a consistent and stable prevalence over time. Notably, the prevalence rates from all of the diagnostic methods converged towards the 50% prevalence detected by PET-CT. Conclusions: The prevalence of CMD in patients with ANOCA is subject to debate. However, the current data suggest that regardless of the diagnostic method used, the most recent studies tend to converge towards a prevalence value of 50%, which has been consistently reported by PET-CT from the beginning.