Grey literature refers to literature which has not been formally/commercially published. This is particularly useful for systematic reviews as it can identify literature which is outside 'publication bias'. This is when the outcome of an experiment or research study influences the decision whether to publish it or not - so studies with a positive outcome are more likely to be published than those which show little or no positive effect for a treatment.
Grey literature includes academic papers, including theses and dissertations, research and committee reports, government reports, conference papers, and ongoing research. There is no single database that covers all types of grey literature, so you will need to consider what types of grey literature are most relevant to your review. You should also keep a record of which sites you have searched and how you have searched them, so that this can be reported.
Useful sources for grey literature include the following: