Anomaly detection has been used to detect and analyze anomalous elements from data for years. Various techniques have been developed to detect anomalies. However, the most convenient one is Machine learning which is performing well but still has limitations for large-scale unlabeled datasets. Deep Reinforcement Learning (DRL) based techniques outperform the existing supervised or unsupervised and other alternative techniques for anomaly detection. This study presents a Systematic Literature Review (SLR), which analyzes DRL models that detect anomalies in their application. This SLR aims to analyze the DRL frameworks for anomaly detection applications, proposed DRL methods, and their performance comparisons against alternative methods. In this review, we have identified 32 research articles published from 2017-2022 that discuss DRL techniques for various anomaly detection applications. After analyzing the selected research articles, this paper presents 13 different applications of anomaly detection found in the selected research articles. We identified 50 different datasets applied in experiments on anomaly detection and demonstrated 17 distinct DRL models used in the selected papers to detect anomalies. Finally, we analyzed the performance of these DRL models and reviewed them. Additionally, we observed that detecting anomalies using DRL frameworks is a promising area of research and showed that DRL had shown better performance for anomaly detection where other models lack. Therefore, we provide researchers with recommendations and guidelines based on this review. © 2013 IEEE.